+2,090.1%
PPL vs WSM
+34,755.7%
-32,665.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | +2.7% | -3.3% | +5.9% | +2.9% |
| 30D | +0.5% | -8.4% | +8.8% | +1.2% |
| 3M | +0.7% | +9.7% | -9.0% | -0.2% |
| 6M | -7.6% | +16.7% | -24.3% | -9.0% |
| YTD | +1.8% | +28.7% | -26.9% | -0.6% |
| 1Y | -0.8% | +13.7% | -14.4% | -2.2% |
| 3Y | +56.9% | +230.1% | -173.2% | +38.3% |
| 5Y | +39.5% | +179.0% | -139.4% | +22.8% |
| 10Y | +55.4% | +1,002.5% | -947.1% | +18.5% |
| All | +2,090.1% | +34,755.7% | -32,665.6% | +1,230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling