+152.2%
PR vs WSM
+1,011.0%
-858.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | -9.5% | +3.1% | -12.6% | -10.6% |
| 30D | -5.7% | +8.5% | -14.2% | -8.5% |
| 3M | +3.0% | +4.6% | -1.6% | +0.7% |
| 6M | +11.8% | +44.5% | -32.7% | -2.6% |
| YTD | +58.5% | +48.4% | +10.0% | +35.2% |
| 1Y | +69.9% | +36.2% | +33.7% | +48.8% |
| 3Y | +84.9% | +268.8% | -183.9% | +7.5% |
| 5Y | +246.4% | +185.2% | +61.2% | +110.2% |
| 10Y | +70.3% | +1,175.8% | -1,105.5% | -46.1% |
| All | +152.2% | +1,011.0% | -858.8% | -20.0% |
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