+2,124.8%
WM vs PBR
+1,580.6%
+544.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.6% |
| 7D | +0.8% | -9.1% | +9.9% | +2.0% |
| 30D | +13.8% | -29.9% | +43.7% | +18.9% |
| 3M | +6.4% | +2.3% | +4.1% | +5.5% |
| 6M | +13.2% | -10.9% | +24.1% | +14.1% |
| YTD | +10.8% | +56.9% | -46.1% | +3.2% |
| 1Y | +20.2% | +38.0% | -17.8% | +13.9% |
| 3Y | +46.5% | +64.8% | -18.3% | +33.8% |
| 5Y | +61.3% | +447.1% | -385.8% | +21.5% |
| 10Y | +324.8% | +545.8% | -221.0% | +182.7% |
| All | +2,124.8% | +1,580.6% | +544.2% | +1,016.9% |
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