+376.3%
PSX vs WSM
+1,058.9%
-682.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +15.8% | -10.7% | +26.5% | +18.7% |
| 3M | +43.0% | +8.5% | +34.5% | +39.8% |
| 6M | +61.1% | +19.6% | +41.5% | +52.8% |
| YTD | +104.5% | +26.6% | +77.9% | +90.7% |
| 1Y | +102.5% | +12.0% | +90.6% | +93.8% |
| 3Y | +133.5% | +226.6% | -93.2% | +65.4% |
| 5Y | +367.0% | +174.1% | +192.8% | +230.6% |
| All | +376.3% | +1,058.9% | -682.5% | +90.4% |
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