+415.3%
PR vs WSM
+179.2%
+236.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.1% |
| 7D | +2.9% | -3.3% | +6.2% | +3.7% |
| 30D | +18.0% | -8.4% | +26.4% | +20.5% |
| 3M | +16.9% | +9.7% | +7.2% | +13.2% |
| 6M | +28.2% | +16.7% | +11.5% | +21.1% |
| YTD | +69.3% | +28.7% | +40.7% | +54.8% |
| 1Y | +69.5% | +13.7% | +55.8% | +60.0% |
| 3Y | +81.7% | +230.1% | -148.4% | +17.2% |
| All | +415.3% | +179.2% | +236.1% | +235.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling