+45.7%
WM vs PSLV
+125.0%
-79.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | +0.2% |
| 7D | -0.5% | +6.3% | -6.8% | -0.3% |
| 30D | +13.3% | -13.0% | +26.3% | +13.0% |
| 3M | +4.4% | -16.9% | +21.3% | +4.0% |
| 6M | +10.8% | -34.0% | +44.8% | +10.8% |
| YTD | +9.1% | -26.8% | +35.9% | +8.4% |
| 1Y | +19.1% | +7.7% | +11.5% | +17.0% |
| 3Y | +45.7% | +125.3% | -79.6% | +40.9% |
| All | +45.7% | +125.0% | -79.3% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling