+469.4%
PWR vs WSM
+175.3%
+294.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.9% |
| 3M | -4.8% | +3.8% | -8.5% | -6.1% |
| 6M | +14.6% | +22.7% | -8.0% | +7.6% |
| YTD | +54.2% | +28.0% | +26.2% | +42.7% |
| 1Y | +67.1% | +12.7% | +54.4% | +59.8% |
| 3Y | +218.5% | +231.3% | -12.8% | +115.7% |
| All | +469.4% | +175.3% | +294.1% | +287.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling