-1.4%
PPL vs WSM
+31.6%
-33.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | 0.0% |
| 7D | -2.2% | -3.2% | +1.0% | -1.9% |
| 30D | +1.7% | +4.6% | -3.0% | +1.1% |
| 3M | +0.1% | +2.4% | -2.3% | -0.2% |
| 6M | -1.5% | +43.7% | -45.2% | -5.3% |
| YTD | +3.0% | +42.1% | -39.1% | -0.9% |
| 1Y | -1.4% | +32.3% | -33.7% | -4.7% |
| All | -1.4% | +31.6% | -33.0% | -4.7% |
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 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