+116.3%
PLTU vs WSM
+22.4%
+93.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.6% |
| 7D | -8.1% | -0.5% | -7.6% | -7.7% |
| 30D | -7.0% | -7.7% | +0.7% | -0.3% |
| 3M | +40.0% | +3.8% | +36.2% | +36.3% |
| 6M | -6.0% | +22.7% | -28.7% | -23.4% |
| YTD | -37.1% | +28.0% | -65.1% | -52.7% |
| 1Y | -33.1% | +12.7% | -45.9% | -42.7% |
| All | +116.3% | +22.4% | +93.9% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling