+27.5%
PSA vs WWD
+191.3%
-163.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -2.1% | +3.7% | -5.8% | -2.8% |
| 30D | +16.2% | +1.8% | +14.4% | +15.5% |
| 3M | +4.3% | -5.0% | +9.3% | +5.1% |
| 6M | +9.9% | -8.4% | +18.3% | +10.9% |
| YTD | +33.3% | +12.3% | +21.0% | +28.3% |
| 1Y | +25.8% | +26.2% | -0.4% | +17.8% |
| 3Y | +54.8% | +154.6% | -99.8% | +18.8% |
| 5Y | +27.5% | +195.3% | -167.7% | -7.3% |
| All | +27.5% | +191.3% | -163.8% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling