+1,073.8%
PSX vs WM
+861.6%
+212.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -6.0% | -5.5% |
| 7D | -9.7% | +4.5% | -14.2% | -11.9% |
| 30D | -8.4% | +16.1% | -24.5% | -15.9% |
| 3M | +22.6% | +8.0% | +14.6% | +17.0% |
| 6M | +38.8% | +8.4% | +30.4% | +31.5% |
| YTD | +95.5% | +11.2% | +84.2% | +81.8% |
| 1Y | +87.1% | +22.3% | +64.8% | +64.5% |
| 3Y | +133.5% | +50.2% | +83.3% | +73.9% |
| 5Y | +280.9% | +63.3% | +217.6% | +159.2% |
| 10Y | +356.6% | +355.0% | +1.6% | +54.3% |
| All | +1,073.8% | +861.6% | +212.3% | +134.2% |
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