+8,589.7%
PWR vs WSM
+6,197.7%
+2,392.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.3% |
| 7D | +4.5% | +2.6% | +2.0% | +3.7% |
| 30D | -4.9% | -9.5% | +4.6% | -1.9% |
| 3M | -7.9% | +12.9% | -20.8% | -11.7% |
| 6M | +18.3% | +23.0% | -4.7% | +10.0% |
| YTD | +51.5% | +28.9% | +22.6% | +38.3% |
| 1Y | +70.3% | +13.7% | +56.7% | +61.4% |
| 3Y | +210.6% | +232.6% | -22.0% | +98.4% |
| 5Y | +456.7% | +185.9% | +270.8% | +254.8% |
| 10Y | +2,396.1% | +998.6% | +1,397.5% | +813.5% |
| All | +8,589.7% | +6,197.7% | +2,392.0% | +1,170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling