-35.5%
PSKY vs WCN
+1,703.7%
-1,739.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | +0.1% |
| 7D | +2.4% | -0.4% | +2.8% | +2.7% |
| 30D | +17.5% | -2.1% | +19.6% | +19.1% |
| 3M | +4.4% | +6.4% | -1.9% | -0.1% |
| 6M | -9.0% | -3.7% | -5.3% | -8.2% |
| YTD | -18.6% | -6.4% | -12.2% | -16.3% |
| 1Y | -27.7% | -7.9% | -19.8% | -25.2% |
| 3Y | -16.9% | +20.8% | -37.7% | -30.3% |
| 5Y | -70.3% | +29.0% | -99.2% | -76.9% |
| 10Y | -74.9% | +236.4% | -311.3% | -90.7% |
| All | -35.5% | +1,703.7% | -1,739.2% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling