+303.5%
WM vs PSLV
+189.7%
+113.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.5% |
| 7D | -3.1% | -4.9% | +1.7% | -2.9% |
| 30D | -5.3% | -1.9% | -3.4% | -5.3% |
| 3M | -4.2% | +4.2% | -8.4% | -4.6% |
| 6M | -8.1% | -27.6% | +19.5% | -6.5% |
| YTD | -1.4% | -11.7% | +10.2% | -2.5% |
| 1Y | +0.2% | +49.3% | -49.1% | -5.8% |
| 3Y | +43.1% | +167.1% | -124.1% | +25.5% |
| 5Y | +49.8% | +151.7% | -101.9% | +30.9% |
| All | +303.5% | +189.7% | +113.7% | +232.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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