+2,543.6%
WM vs PAAS
+1,235.6%
+1,308.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.1% |
| 7D | -0.3% | -2.9% | +2.6% | -0.2% |
| 30D | -2.4% | +6.8% | -9.2% | -2.8% |
| 3M | +0.4% | -2.9% | +3.3% | +0.3% |
| 6M | -9.5% | -16.4% | +6.9% | -9.1% |
| YTD | +0.5% | 0.0% | +0.5% | -0.2% |
| 1Y | -1.1% | +54.3% | -55.4% | -4.2% |
| 3Y | +46.0% | +230.7% | -184.6% | +34.7% |
| 5Y | +51.8% | +111.6% | -59.8% | +42.0% |
| 10Y | +307.5% | +211.7% | +95.8% | +263.4% |
| All | +2,543.6% | +1,235.6% | +1,308.0% | +2,180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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