+1.7%
PPL vs WSM
+44.0%
-42.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.4% | -0.7% |
| 7D | +1.8% | +8.0% | -6.2% | +0.9% |
| 30D | +8.4% | +13.5% | -5.1% | +6.9% |
| 3M | +2.4% | +8.8% | -6.5% | +1.4% |
| 6M | -4.0% | +54.7% | -58.7% | -8.2% |
| YTD | +4.5% | +53.3% | -48.8% | +0.1% |
| 1Y | +1.7% | +41.1% | -39.4% | -1.8% |
| All | +1.7% | +44.0% | -42.2% | -1.8% |
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