-70.5%
PSKY vs WSM
+171.2%
-241.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.2% | +2.0% |
| 7D | -6.0% | +0.4% | -6.4% | -6.1% |
| 30D | +10.7% | -10.7% | +21.4% | +14.3% |
| 3M | +1.2% | +8.5% | -7.3% | -1.7% |
| 6M | +1.5% | +19.6% | -18.1% | -4.7% |
| YTD | -21.8% | +26.6% | -48.4% | -28.4% |
| 1Y | -30.2% | +12.0% | -42.1% | -33.9% |
| 3Y | -20.1% | +226.6% | -246.7% | -56.0% |
| 5Y | -70.5% | +174.1% | -244.6% | -84.3% |
| All | -70.5% | +171.2% | -241.7% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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