+8,526.0%
PSA vs WWD
+15,065.0%
-6,538.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -2.1% | +3.7% | -5.8% | -3.1% |
| 30D | +16.2% | +1.8% | +14.4% | +15.3% |
| 3M | +4.3% | -5.0% | +9.3% | +5.2% |
| 6M | +9.9% | -8.4% | +18.3% | +11.3% |
| YTD | +33.3% | +12.3% | +21.0% | +27.1% |
| 1Y | +25.8% | +26.2% | -0.4% | +15.9% |
| 3Y | +54.8% | +154.6% | -99.8% | +15.4% |
| 5Y | +27.5% | +195.3% | -167.7% | -10.3% |
| 10Y | +134.5% | +466.3% | -331.8% | +25.1% |
| All | +8,526.0% | +15,065.0% | -6,538.9% | +2,916.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling