+29,154.7%
WM vs PPL
+2,170.9%
+26,983.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | +4.5% | +1.0% | +3.5% | +4.2% |
| 30D | +16.1% | +6.8% | +9.2% | +13.7% |
| 3M | +8.0% | +3.9% | +4.2% | +6.7% |
| 6M | +8.4% | -2.0% | +10.4% | +9.0% |
| YTD | +11.2% | +5.3% | +5.9% | +9.2% |
| 1Y | +22.3% | +2.2% | +20.1% | +21.1% |
| 3Y | +50.2% | +56.7% | -6.5% | +30.0% |
| 5Y | +63.3% | +49.1% | +14.2% | +42.7% |
| 10Y | +355.0% | +63.6% | +291.4% | +278.0% |
| All | +29,154.7% | +2,170.9% | +26,983.9% | +11,336.4% |
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