+124.3%
PM vs WSM
+239.4%
-115.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | +2.6% | -3.9% | -1.2% |
| 30D | -2.6% | -9.5% | +7.0% | -2.7% |
| 3M | +5.8% | +12.9% | -7.1% | +6.1% |
| 6M | +10.6% | +23.0% | -12.5% | +11.1% |
| YTD | +17.2% | +28.9% | -11.8% | +17.9% |
| 1Y | +17.6% | +13.7% | +4.0% | +18.1% |
| 3Y | +124.3% | +232.6% | -108.4% | +117.5% |
| All | +124.3% | +239.4% | -115.1% | +117.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling