+279.8%
PSX vs WM
+62.5%
+217.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -6.0% | -5.0% |
| 7D | -9.7% | +4.5% | -14.2% | -10.3% |
| 30D | -8.4% | +16.1% | -24.5% | -10.6% |
| 3M | +22.6% | +8.0% | +14.6% | +21.1% |
| 6M | +38.8% | +8.4% | +30.4% | +36.7% |
| YTD | +95.5% | +11.2% | +84.2% | +91.7% |
| 1Y | +87.1% | +22.3% | +64.8% | +80.7% |
| 3Y | +133.5% | +50.2% | +83.3% | +114.7% |
| All | +279.8% | +62.5% | +217.3% | +237.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling