+65.2%
PR vs WSM
+1,223.7%
-1,158.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.5% |
| 7D | -16.4% | +0.5% | -16.9% | -16.8% |
| 30D | -1.9% | +6.0% | -7.9% | -4.2% |
| 3M | +8.0% | +3.2% | +4.7% | +6.0% |
| 6M | +4.1% | +37.1% | -33.0% | -8.0% |
| YTD | +58.7% | +44.2% | +14.5% | +36.0% |
| 1Y | +75.8% | +34.2% | +41.6% | +54.1% |
| 3Y | +73.2% | +249.3% | -176.1% | +0.8% |
| 5Y | +230.1% | +169.3% | +60.9% | +101.2% |
| All | +65.2% | +1,223.7% | -1,158.5% | -45.5% |
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