+7.6%
PSA vs WWD
+41.9%
-34.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -3.7% | +1.3% | -5.0% | -3.9% |
| 30D | -7.7% | -7.2% | -0.6% | -6.7% |
| 3M | -0.6% | -3.8% | +3.2% | -1.0% |
| 6M | -0.9% | -9.9% | +9.0% | -0.6% |
| YTD | +18.7% | +14.8% | +3.8% | +16.4% |
| 1Y | +7.6% | +42.1% | -34.4% | +4.1% |
| All | +7.6% | +41.9% | -34.3% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling