0.0%
PPL vs WSM
+34.5%
-34.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.2% |
| 3M | +1.5% | +4.2% | -2.7% | +1.0% |
| 6M | +1.0% | +44.6% | -43.6% | -3.0% |
| YTD | +4.4% | +48.5% | -44.1% | 0.0% |
| All | 0.0% | +34.5% | -34.5% | -3.3% |
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