+1,112.1%
PSX vs WM
+768.9%
+343.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | +4.5% | -0.3% | +4.8% | +4.7% |
| 30D | +26.6% | -2.4% | +29.0% | +28.2% |
| 3M | +39.3% | +0.4% | +38.8% | +38.1% |
| 6M | +56.8% | -9.5% | +66.3% | +64.3% |
| YTD | +101.8% | +0.5% | +101.3% | +99.2% |
| 1Y | +99.6% | -1.1% | +100.7% | +97.9% |
| 3Y | +140.3% | +46.0% | +94.3% | +80.5% |
| 5Y | +339.3% | +51.8% | +287.5% | +209.5% |
| 10Y | +369.9% | +307.5% | +62.3% | +69.4% |
| All | +1,112.1% | +768.9% | +343.2% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling