-20.7%
PSKY vs WCN
+19.5%
-40.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.1% |
| 7D | -6.8% | -1.7% | -5.1% | -6.5% |
| 30D | +10.2% | -3.0% | +13.2% | +11.0% |
| 3M | +0.3% | +2.5% | -2.3% | -0.3% |
| 6M | -7.8% | -5.7% | -2.1% | -5.9% |
| YTD | -23.0% | -7.4% | -15.5% | -21.2% |
| 1Y | -31.6% | -8.6% | -23.0% | -29.8% |
| All | -20.7% | +19.5% | -40.2% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling