+152.5%
PSX vs WM
+45.6%
+106.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -10.5% |
| 3M | +24.7% | +4.4% | +20.4% | +24.1% |
| 6M | +49.3% | +10.8% | +38.5% | +47.0% |
| YTD | +100.2% | +9.1% | +91.1% | +97.5% |
| 1Y | +88.8% | +19.1% | +69.7% | +84.5% |
| 3Y | +152.5% | +45.7% | +106.8% | +130.6% |
| All | +152.5% | +45.6% | +106.9% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling