+6,156.6%
PSA vs WAB
+4,092.2%
+2,064.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -3.7% | -3.2% | -0.5% | -2.8% |
| 30D | -7.7% | -4.4% | -3.3% | -6.6% |
| 3M | -0.6% | +7.9% | -8.5% | -3.0% |
| 6M | -0.9% | +8.7% | -9.6% | -3.5% |
| YTD | +18.7% | +33.0% | -14.3% | +9.5% |
| 1Y | +7.6% | +46.7% | -39.0% | -3.5% |
| 3Y | +23.7% | +153.0% | -129.3% | -5.4% |
| 5Y | +13.7% | +222.3% | -208.6% | -19.4% |
| 10Y | +98.9% | +291.0% | -192.1% | +22.5% |
| All | +6,156.6% | +4,092.2% | +2,064.4% | +2,266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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