+1,868.8%
WSM vs PSLV
+108.9%
+1,759.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -1.1% |
| 7D | +0.4% | -4.9% | +5.3% | +1.0% |
| 30D | -10.7% | -1.9% | -8.8% | -10.6% |
| 3M | +8.5% | +4.2% | +4.3% | +7.7% |
| 6M | +19.6% | -27.6% | +47.2% | +23.4% |
| YTD | +26.6% | -11.7% | +38.3% | +25.3% |
| 1Y | +12.0% | +49.3% | -37.4% | +2.9% |
| 3Y | +226.6% | +167.1% | +59.5% | +178.2% |
| 5Y | +174.1% | +151.7% | +22.4% | +132.8% |
| 10Y | +1,052.9% | +187.0% | +866.0% | +841.6% |
| All | +1,868.8% | +108.9% | +1,759.9% | +1,545.4% |
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 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