+8,087.4%
PWR vs WSM
+6,943.7%
+1,143.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.7% |
| 3M | -10.5% | +5.1% | -15.6% | -12.4% |
| 6M | -22.2% | +48.6% | -70.8% | -32.0% |
| YTD | +42.7% | +44.2% | -1.4% | +25.2% |
| 1Y | +41.1% | +38.1% | +3.0% | +25.3% |
| 3Y | +242.7% | +257.2% | -14.5% | +113.7% |
| 5Y | +418.5% | +165.1% | +253.4% | +238.7% |
| 10Y | +1,855.0% | +1,123.6% | +731.4% | +588.6% |
| All | +8,087.4% | +6,943.7% | +1,143.7% | +1,050.1% |
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