+208.8%
PM vs WSM
+1,058.9%
-850.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +2.3% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | +1.9% | -10.7% | +12.6% | +2.9% |
| 3M | +4.6% | +8.5% | -3.9% | +3.7% |
| 6M | +11.7% | +19.6% | -8.0% | +9.6% |
| YTD | +20.4% | +26.6% | -6.2% | +17.3% |
| 1Y | +19.0% | +12.0% | +7.0% | +17.1% |
| 3Y | +130.4% | +226.6% | -96.3% | +92.9% |
| 5Y | +131.5% | +174.1% | -42.7% | +93.7% |
| All | +208.8% | +1,058.9% | -850.0% | +103.3% |
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