+64.4%
PPL vs WSM
+1,313.8%
-1,249.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.6% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | +4.2% | +8.6% | -4.3% | +3.1% |
| 3M | +1.5% | +4.2% | -2.7% | +0.9% |
| 6M | +1.0% | +44.6% | -43.6% | -3.6% |
| YTD | +4.4% | +48.5% | -44.1% | -1.0% |
| 1Y | +0.8% | +34.7% | -33.9% | -3.4% |
| 3Y | +56.5% | +271.0% | -214.6% | +25.5% |
| 5Y | +47.7% | +180.9% | -133.3% | +20.5% |
| 10Y | +64.4% | +1,235.4% | -1,171.0% | +0.7% |
| All | +64.4% | +1,313.8% | -1,249.4% | +0.7% |
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