+49.3%
WM vs PPL
+56.9%
-7.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | +4.5% | +1.0% | +3.5% | +4.1% |
| 30D | +16.1% | +6.8% | +9.2% | +13.2% |
| 3M | +8.0% | +3.9% | +4.2% | +6.4% |
| 6M | +8.4% | -2.0% | +10.4% | +9.1% |
| YTD | +11.2% | +5.3% | +5.9% | +8.7% |
| 1Y | +22.3% | +2.2% | +20.1% | +20.8% |
| All | +49.3% | +56.9% | -7.6% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling