+46.2%
WM vs PBF
+59.0%
-12.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.4% | +6.4% | -1.0% |
| 7D | +1.2% | -13.8% | +15.0% | +1.0% |
| 30D | +13.1% | -19.6% | +32.7% | +12.8% |
| 3M | +3.6% | +10.3% | -6.6% | +3.8% |
| 6M | +8.1% | +63.4% | -55.4% | +8.3% |
| YTD | +8.9% | +152.6% | -143.7% | +9.6% |
| 1Y | +20.3% | +87.4% | -67.0% | +20.8% |
| 3Y | +46.2% | +63.3% | -17.1% | +46.2% |
| All | +46.2% | +59.0% | -12.8% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling