+100.5%
PSA vs WSM
+1,071.8%
-971.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | -8.4% | -7.7% | -0.7% | -7.4% |
| 3M | -7.8% | +3.8% | -11.6% | -8.4% |
| 6M | +0.8% | +22.7% | -21.9% | -2.2% |
| YTD | +16.5% | +28.0% | -11.5% | +12.3% |
| 1Y | +4.7% | +12.7% | -8.0% | +2.5% |
| 3Y | +21.1% | +231.3% | -210.2% | -0.2% |
| 5Y | +14.2% | +177.2% | -163.0% | -6.0% |
| All | +100.5% | +1,071.8% | -971.3% | +33.7% |
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 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