+852.6%
WMB vs PSLV
+115.4%
+737.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | +0.8% | +2.7% | -1.9% | +0.4% |
| 30D | +7.7% | +3.5% | +4.3% | +7.1% |
| 3M | +6.7% | +0.3% | +6.4% | +6.2% |
| 6M | +3.6% | -21.0% | +24.6% | +5.9% |
| YTD | +28.0% | -8.9% | +36.9% | +25.3% |
| 1Y | +37.6% | +54.0% | -16.3% | +22.8% |
| 3Y | +149.0% | +175.4% | -26.4% | +99.6% |
| 5Y | +285.3% | +157.7% | +127.7% | +209.5% |
| 10Y | +302.1% | +184.9% | +117.1% | +206.8% |
| All | +852.6% | +115.4% | +737.2% | +539.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling