+326.4%
WM vs PSA
+131.0%
+195.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +1.2% | +0.8% | +0.4% | +0.9% |
| 30D | +13.7% | +15.9% | -2.2% | +7.8% |
| 3M | +5.2% | +4.2% | +1.0% | +3.6% |
| 6M | +11.2% | +10.1% | +1.1% | +7.2% |
| YTD | +9.4% | +33.3% | -23.9% | -2.0% |
| 1Y | +20.4% | +28.2% | -7.9% | +9.3% |
| 3Y | +44.7% | +54.9% | -10.2% | +19.5% |
| 5Y | +58.5% | +28.3% | +30.1% | +38.1% |
| 10Y | +326.4% | +134.1% | +192.3% | +186.0% |
| All | +326.4% | +131.0% | +195.3% | +186.0% |
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