+46.0%
WM vs PBF
+65.3%
-19.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -0.3% | +4.3% | -4.6% | -0.2% |
| 30D | -2.4% | +22.0% | -24.4% | -2.1% |
| 3M | +0.4% | +74.5% | -74.1% | +0.9% |
| 6M | -9.5% | +67.7% | -77.2% | -9.0% |
| YTD | +0.5% | +179.2% | -178.7% | +1.5% |
| 1Y | -1.1% | +170.0% | -171.1% | -0.1% |
| All | +46.0% | +65.3% | -19.3% | +45.3% |
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