+99.2%
PSA vs WWD
+490.2%
-391.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -3.6% | -2.9% | -0.8% | -3.1% |
| 30D | -9.4% | -6.6% | -2.8% | -8.3% |
| 3M | -8.2% | -9.3% | +1.1% | -6.9% |
| 6M | -1.8% | -13.6% | +11.8% | +0.3% |
| YTD | +15.7% | +10.4% | +5.4% | +12.6% |
| 1Y | +6.3% | +39.9% | -33.6% | -1.7% |
| 3Y | +21.6% | +165.0% | -143.5% | -2.7% |
| 5Y | +13.5% | +183.8% | -170.3% | -12.1% |
| All | +99.2% | +490.2% | -391.0% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling