+7,580.8%
PSA vs WWD
+15,408.5%
-7,827.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -3.7% | +1.3% | -5.0% | -4.0% |
| 30D | -7.7% | -7.2% | -0.6% | -6.1% |
| 3M | -0.6% | -3.8% | +3.2% | -0.2% |
| 6M | -0.9% | -9.9% | +9.0% | +0.9% |
| YTD | +18.7% | +14.8% | +3.8% | +13.0% |
| 1Y | +7.6% | +42.1% | -34.4% | -3.7% |
| 3Y | +23.7% | +170.8% | -147.1% | -8.9% |
| 5Y | +13.7% | +197.5% | -183.8% | -20.0% |
| 10Y | +98.9% | +477.8% | -379.0% | +5.9% |
| All | +7,580.8% | +15,408.5% | -7,827.7% | +2,581.5% |
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