+346.6%
PSX vs WM
+339.4%
+7.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.5% |
| 7D | -13.1% | +1.2% | -14.3% | -13.8% |
| 30D | -9.5% | +13.1% | -22.6% | -15.5% |
| 3M | +20.2% | +3.6% | +16.6% | +17.4% |
| 6M | +44.9% | +8.1% | +36.8% | +37.7% |
| YTD | +94.4% | +8.9% | +85.5% | +83.2% |
| 1Y | +83.1% | +20.3% | +62.7% | +63.0% |
| 3Y | +132.2% | +46.2% | +86.0% | +75.9% |
| 5Y | +278.8% | +59.9% | +219.0% | +160.3% |
| All | +346.6% | +339.4% | +7.2% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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