+763.1%
PM vs WSM
+3,076.1%
-2,312.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.0% | -2.2% |
| 7D | -4.9% | -3.3% | -1.6% | -4.5% |
| 30D | -3.4% | -8.4% | +5.0% | -2.4% |
| 3M | +5.2% | +9.7% | -4.5% | +3.8% |
| 6M | +3.7% | +16.7% | -13.0% | +1.4% |
| YTD | +15.8% | +28.7% | -12.9% | +11.6% |
| 1Y | +17.4% | +13.7% | +3.7% | +14.6% |
| 3Y | +116.9% | +230.1% | -113.2% | +75.8% |
| 5Y | +117.3% | +179.0% | -61.6% | +75.5% |
| 10Y | +193.8% | +1,002.5% | -808.8% | +77.8% |
| All | +763.1% | +3,076.1% | -2,312.9% | +313.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling