+1,918.7%
WM vs PBR
+1,797.5%
+121.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | -0.3% | +8.6% | -8.9% | -1.4% |
| 30D | -2.4% | +12.8% | -15.2% | -4.0% |
| 3M | +0.4% | +14.7% | -14.2% | -1.6% |
| 6M | -9.5% | +25.2% | -34.7% | -12.6% |
| YTD | +0.5% | +77.1% | -76.6% | -7.4% |
| 1Y | -1.1% | +69.6% | -70.7% | -8.5% |
| 3Y | +46.0% | +95.6% | -49.5% | +30.9% |
| 5Y | +51.8% | +501.8% | -449.9% | +13.0% |
| 10Y | +307.5% | +640.6% | -333.1% | +166.5% |
| All | +1,918.7% | +1,797.5% | +121.2% | +901.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling