-35.5%
PSKY vs WSM
+1,540.8%
-1,576.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +2.4% | +2.6% | -0.2% | +1.3% |
| 30D | +17.5% | -9.5% | +27.0% | +22.3% |
| 3M | +4.4% | +12.9% | -8.4% | -1.4% |
| 6M | -9.0% | +23.0% | -32.1% | -17.6% |
| YTD | -18.6% | +28.9% | -47.5% | -28.4% |
| 1Y | -27.7% | +13.7% | -41.4% | -33.5% |
| 3Y | -16.9% | +232.6% | -249.5% | -56.9% |
| 5Y | -70.3% | +185.9% | -256.1% | -84.3% |
| 10Y | -74.9% | +998.6% | -1,073.6% | -93.7% |
| All | -35.5% | +1,540.8% | -1,576.2% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling