-58.5%
PSKY vs WST
+3,471.4%
-3,529.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -4.8% |
| 7D | -24.6% | +4.9% | -29.5% | -23.9% |
| 30D | -36.1% | +8.1% | -44.3% | -35.1% |
| 3M | -85.0% | +412.6% | -497.6% | -27.5% |
| 6M | -85.0% | +412.6% | -497.6% | -27.5% |
| YTD | -85.0% | +412.6% | -497.6% | -27.5% |
| 1Y | -85.0% | +412.6% | -497.6% | -27.5% |
| 3Y | -85.0% | +412.6% | -497.6% | -27.5% |
| 5Y | -85.0% | +412.6% | -497.6% | -27.5% |
| 10Y | -84.4% | +446.8% | -531.2% | -27.5% |
| All | -58.5% | +3,471.4% | -3,529.9% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling