+26,336.4%
WM vs PPL
+2,096.5%
+24,239.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +2.7% | -3.0% | -1.1% |
| 30D | -2.4% | +0.5% | -2.8% | -2.6% |
| 3M | +0.4% | +0.7% | -0.2% | +0.2% |
| 6M | -9.5% | -7.6% | -1.9% | -7.4% |
| YTD | +0.5% | +1.8% | -1.3% | -0.3% |
| 1Y | -1.1% | -0.8% | -0.3% | -1.1% |
| 3Y | +46.0% | +56.9% | -10.8% | +26.2% |
| 5Y | +51.8% | +39.5% | +12.3% | +35.4% |
| 10Y | +307.5% | +55.4% | +252.1% | +243.7% |
| All | +26,336.4% | +2,096.5% | +24,239.9% | +10,344.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling