+88.7%
PR vs WSM
+271.7%
-182.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | -0.5% | -3.0% | +2.5% | 0.0% |
| 30D | -4.6% | +10.1% | -14.7% | -6.4% |
| 3M | +4.7% | +4.9% | -0.2% | +3.5% |
| 6M | +12.4% | +49.8% | -37.3% | +2.5% |
| YTD | +62.9% | +48.7% | +14.1% | +47.1% |
| 1Y | +70.6% | +38.7% | +31.9% | +56.7% |
| All | +88.7% | +271.7% | -182.9% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling