+30.7%
PM vs WSM
+37.7%
-7.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -7.1% | -3.0% | -4.1% | -6.9% |
| 30D | -2.8% | +10.1% | -12.9% | -2.8% |
| 3M | +6.3% | +4.9% | +1.4% | +6.4% |
| 6M | +9.6% | +49.8% | -40.1% | +10.4% |
| YTD | +25.6% | +48.7% | -23.1% | +24.1% |
| All | +30.7% | +37.7% | -7.1% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling