+46.2%
WM vs PBR
+64.0%
-17.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -2.0% |
| 7D | +1.2% | -16.0% | +17.2% | +1.9% |
| 30D | +13.1% | -22.8% | +35.8% | +14.2% |
| 3M | +3.6% | +3.0% | +0.6% | +3.0% |
| 6M | +8.1% | -8.1% | +16.2% | +8.2% |
| YTD | +8.9% | +63.1% | -54.2% | +5.2% |
| 1Y | +20.3% | +59.3% | -38.9% | +16.4% |
| 3Y | +46.2% | +66.1% | -20.0% | +42.1% |
| All | +46.2% | +64.0% | -17.9% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling