+32.4%
PWR vs WSM
+44.0%
-11.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +6.5% | -18.1% | -12.7% |
| 7D | -4.4% | +8.0% | -12.4% | -5.8% |
| 30D | -15.1% | +13.5% | -28.6% | -17.6% |
| 3M | -16.2% | +8.8% | -25.1% | -18.0% |
| 6M | -23.3% | +54.7% | -78.1% | -31.9% |
| YTD | +37.6% | +53.3% | -15.7% | +21.3% |
| 1Y | +32.4% | +41.1% | -8.7% | +19.8% |
| All | +32.4% | +44.0% | -11.6% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling