+54.0%
PPL vs WSM
+1,015.9%
-961.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.8% | +2.6% | -0.8% | +1.5% |
| 30D | -1.1% | -9.5% | +8.4% | +0.1% |
| 3M | 0.0% | +12.9% | -12.9% | -1.5% |
| 6M | -7.6% | +23.0% | -30.6% | -10.1% |
| YTD | +1.7% | +28.9% | -27.2% | -1.8% |
| 1Y | +1.5% | +13.7% | -12.1% | -0.7% |
| 3Y | +55.3% | +232.6% | -177.4% | +25.8% |
| 5Y | +37.7% | +185.9% | -148.1% | +11.0% |
| 10Y | +54.0% | +998.6% | -944.6% | -2.8% |
| All | +54.0% | +1,015.9% | -961.9% | -2.8% |
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 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