+330.8%
WM vs PBF
+259.1%
+71.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.7% | +1.5% |
| 7D | +1.2% | +4.3% | -3.1% | +0.9% |
| 30D | +15.2% | -21.8% | +37.0% | +16.6% |
| 3M | +8.3% | +1.7% | +6.6% | +7.9% |
| 6M | +13.1% | +69.8% | -56.6% | +9.2% |
| YTD | +12.5% | +167.7% | -155.2% | +5.2% |
| 1Y | +21.8% | +89.0% | -67.2% | +16.1% |
| 3Y | +48.8% | +78.8% | -30.0% | +40.0% |
| 5Y | +62.1% | +415.4% | -353.3% | +36.5% |
| All | +330.8% | +259.1% | +71.7% | +228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling