-85.4%
PSKY vs WST
+412.9%
-498.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -4.9% |
| 7D | -24.6% | +4.9% | -29.5% | -25.0% |
| 30D | -36.1% | +8.1% | -44.3% | -36.8% |
| 3M | -54.8% | +40.6% | -95.4% | -57.9% |
| 6M | -54.8% | +40.6% | -95.4% | -57.9% |
| YTD | -54.8% | +40.6% | -95.4% | -57.9% |
| 1Y | -58.4% | +44.2% | -102.5% | -61.5% |
| 3Y | -40.7% | +0.4% | -41.1% | -43.4% |
| 5Y | -80.0% | -3.9% | -76.1% | -81.7% |
| All | -85.4% | +412.9% | -498.3% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling