+800.2%
WM vs PSLV
+117.0%
+683.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | -2.4% | +7.3% | -9.6% | -2.6% |
| 3M | +0.4% | -7.4% | +7.8% | +0.7% |
| 6M | -9.5% | -20.3% | +10.8% | -8.9% |
| YTD | +0.5% | -8.2% | +8.7% | 0.0% |
| 1Y | -1.1% | +57.9% | -59.0% | -4.4% |
| 3Y | +46.0% | +162.1% | -116.0% | +37.0% |
| 5Y | +51.8% | +151.2% | -99.3% | +42.1% |
| 10Y | +307.5% | +191.7% | +115.8% | +275.1% |
| All | +800.2% | +117.0% | +683.2% | +703.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling