+38.8%
PSX vs WM
+7.2%
+31.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -6.0% | -4.9% |
| 7D | -9.7% | +4.5% | -14.2% | -10.0% |
| 30D | -8.4% | +16.1% | -24.5% | -9.8% |
| 3M | +22.6% | +8.0% | +14.6% | +22.2% |
| 6M | +38.8% | +8.4% | +30.4% | +37.0% |
| All | +38.8% | +7.2% | +31.6% | +37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling