+831.5%
WMB vs PSLV
+117.0%
+714.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +0.6% | -0.6% | +1.2% | +0.6% |
| 30D | +3.3% | +7.3% | -4.0% | +2.2% |
| 3M | +3.1% | -7.4% | +10.6% | +3.7% |
| 6M | -0.7% | -20.3% | +19.6% | +1.4% |
| YTD | +25.2% | -8.2% | +33.4% | +22.4% |
| 1Y | +32.9% | +57.9% | -25.1% | +18.1% |
| 3Y | +140.6% | +162.1% | -21.5% | +94.5% |
| 5Y | +273.5% | +151.2% | +122.3% | +201.2% |
| 10Y | +334.2% | +191.7% | +142.5% | +230.4% |
| All | +831.5% | +117.0% | +714.5% | +524.7% |
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