+411.1%
PWR vs WSM
+163.9%
+247.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +11.3% | 0.0% | +11.3% | +11.3% |
| 30D | -8.9% | +5.1% | -13.9% | -10.5% |
| 3M | -10.5% | +5.1% | -15.6% | -12.1% |
| 6M | -22.2% | +48.6% | -70.8% | -31.0% |
| YTD | +42.7% | +44.2% | -1.4% | +27.0% |
| 1Y | +41.1% | +38.1% | +3.0% | +26.9% |
| 3Y | +242.7% | +257.2% | -14.5% | +124.4% |
| All | +411.1% | +163.9% | +247.2% | +271.6% |
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