+336.4%
WM vs PPL
+62.0%
+274.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | +13.1% | +5.4% | +7.6% | +10.6% |
| 3M | +3.6% | +4.3% | -0.6% | +1.7% |
| 6M | +8.1% | -1.3% | +9.4% | +8.5% |
| YTD | +8.9% | +4.7% | +4.2% | +6.4% |
| 1Y | +20.3% | +1.3% | +19.1% | +19.1% |
| 3Y | +46.2% | +57.2% | -11.1% | +19.2% |
| 5Y | +59.9% | +48.2% | +11.7% | +32.4% |
| All | +336.4% | +62.0% | +274.4% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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