+100.5%
PSA vs WCC
+541.6%
-441.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.2% |
| 7D | -1.8% | +1.5% | -3.4% | -2.0% |
| 30D | -8.4% | -2.1% | -6.2% | -8.2% |
| 3M | -7.8% | +3.8% | -11.7% | -8.7% |
| 6M | +0.8% | +35.0% | -34.2% | -3.6% |
| YTD | +16.5% | +46.4% | -29.9% | +10.1% |
| 1Y | +4.7% | +63.0% | -58.3% | -2.7% |
| 3Y | +21.1% | +133.9% | -112.9% | +4.6% |
| 5Y | +14.2% | +226.5% | -212.3% | -7.2% |
| All | +100.5% | +541.6% | -441.1% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling