-75.6%
PSKY vs WST
+325.7%
-401.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.1% | -5.3% |
| 7D | -6.8% | -1.7% | -5.2% | -6.5% |
| 30D | +10.2% | -4.3% | +14.6% | +11.3% |
| 3M | +0.3% | +0.7% | -0.5% | +0.1% |
| 6M | -7.8% | +36.0% | -43.8% | -14.2% |
| YTD | -23.0% | +22.7% | -45.7% | -26.8% |
| 1Y | -31.6% | +34.1% | -65.8% | -36.8% |
| 3Y | -21.3% | -13.6% | -7.8% | -23.3% |
| 5Y | -71.5% | -26.0% | -45.5% | -72.6% |
| 10Y | -75.6% | +335.8% | -411.4% | -85.5% |
| All | -75.6% | +325.7% | -401.3% | -85.5% |
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