+302.9%
WM vs PBR
+632.3%
-329.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.9% |
| 7D | -0.9% | +2.5% | -3.4% | -1.2% |
| 30D | -4.3% | +19.4% | -23.7% | -6.1% |
| 3M | +0.8% | +20.8% | -20.0% | -1.4% |
| 6M | -10.8% | +23.5% | -34.2% | -13.0% |
| YTD | -0.1% | +83.4% | -83.5% | -6.6% |
| 1Y | +1.0% | +77.6% | -76.5% | -5.4% |
| 3Y | +45.1% | +99.9% | -54.8% | +32.8% |
| 5Y | +52.1% | +567.7% | -515.6% | +17.8% |
| 10Y | +302.9% | +621.5% | -318.6% | +183.2% |
| All | +302.9% | +632.3% | -329.4% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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