+87.9%
PSX vs WM
+20.0%
+67.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.8% | +3.0% |
| 7D | -8.0% | -0.5% | -7.5% | -8.0% |
| 30D | -9.0% | +13.3% | -22.3% | -10.9% |
| 3M | +24.7% | +4.4% | +20.4% | +24.1% |
| 6M | +49.3% | +10.8% | +38.5% | +45.6% |
| YTD | +100.2% | +9.1% | +91.1% | +94.7% |
| All | +87.9% | +20.0% | +67.9% | +79.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling