+52.1%
WM vs PSLV
+153.7%
-101.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.5% |
| 7D | -0.9% | +2.7% | -3.6% | -0.9% |
| 30D | -4.3% | +3.5% | -7.8% | -4.4% |
| 3M | +0.8% | +0.3% | +0.5% | +0.8% |
| 6M | -10.8% | -21.0% | +10.3% | -10.0% |
| YTD | -0.1% | -8.9% | +8.9% | -1.1% |
| 1Y | +1.0% | +54.0% | -53.0% | -4.6% |
| 3Y | +45.1% | +175.4% | -130.4% | +27.8% |
| 5Y | +52.1% | +157.7% | -105.5% | +29.4% |
| All | +52.1% | +153.7% | -101.6% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling