+328.7%
WM vs PSA
+140.2%
+188.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.5% | +1.5% | -1.9% | -1.0% |
| 30D | +13.3% | +16.7% | -3.4% | +7.2% |
| 3M | +4.4% | +4.0% | +0.4% | +2.8% |
| 6M | +10.8% | +10.9% | 0.0% | +6.6% |
| YTD | +9.1% | +34.2% | -25.2% | -2.5% |
| 1Y | +19.1% | +26.6% | -7.5% | +8.7% |
| 3Y | +45.7% | +54.7% | -9.1% | +20.4% |
| 5Y | +60.4% | +30.0% | +30.4% | +39.1% |
| 10Y | +328.7% | +132.7% | +196.1% | +187.1% |
| All | +328.7% | +140.2% | +188.5% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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