+79.3%
PR vs WSM
+233.0%
-153.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.0% |
| 7D | +2.9% | -3.3% | +6.2% | +3.5% |
| 30D | +18.0% | -8.4% | +26.4% | +19.9% |
| 3M | +16.9% | +9.7% | +7.2% | +13.9% |
| 6M | +28.2% | +16.7% | +11.5% | +22.5% |
| YTD | +69.3% | +28.7% | +40.7% | +57.1% |
| 1Y | +69.5% | +13.7% | +55.8% | +61.9% |
| All | +79.3% | +233.0% | -153.7% | +25.6% |
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