+361.6%
PSX vs WSM
+1,131.4%
-769.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | +7.8% | 0.0% | +7.8% | +7.8% |
| 30D | -10.9% | +5.1% | -16.0% | -12.1% |
| 3M | +14.5% | +5.1% | +9.4% | +12.8% |
| 6M | +56.1% | +48.6% | +7.5% | +41.3% |
| YTD | +109.6% | +44.2% | +65.4% | +89.2% |
| 1Y | +95.5% | +38.1% | +57.4% | +78.2% |
| 3Y | +156.2% | +257.2% | -101.0% | +78.2% |
| 5Y | +310.0% | +165.1% | +144.9% | +195.9% |
| All | +361.6% | +1,131.4% | -769.7% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling