+0.1%
PPL vs WSM
+34.5%
-34.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | 0.0% | +3.1% | -3.1% | -0.4% |
| 30D | +4.3% | +8.5% | -4.2% | +3.3% |
| 3M | +2.9% | +4.6% | -1.7% | +2.4% |
| 6M | +1.1% | +44.5% | -43.4% | -2.9% |
| YTD | +4.5% | +48.4% | -44.0% | +0.1% |
| 1Y | +0.1% | +36.2% | -36.1% | -3.2% |
| All | +0.1% | +34.5% | -34.4% | -3.2% |
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