+2,521.4%
PWR vs WSM
+1,071.8%
+1,449.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.8% |
| 7D | +4.2% | -0.5% | +4.7% | +4.4% |
| 30D | -4.0% | -7.7% | +3.7% | -1.8% |
| 3M | -4.8% | +3.8% | -8.5% | -6.1% |
| 6M | +14.6% | +22.7% | -8.0% | +7.4% |
| YTD | +54.2% | +28.0% | +26.2% | +42.4% |
| 1Y | +67.1% | +12.7% | +54.4% | +59.6% |
| 3Y | +218.5% | +231.3% | -12.8% | +112.7% |
| 5Y | +466.3% | +177.2% | +289.1% | +280.8% |
| All | +2,521.4% | +1,071.8% | +1,449.7% | +890.4% |
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