-35.1%
PSKY vs WST
+3,061.8%
-3,096.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | +24.0% | -3.1% | +27.1% | +25.4% |
| 3M | +2.2% | +7.2% | -5.0% | -0.7% |
| 6M | -9.0% | +36.8% | -45.8% | -20.2% |
| YTD | -18.1% | +23.8% | -42.0% | -25.7% |
| 1Y | -25.1% | +37.8% | -62.9% | -35.6% |
| 3Y | -16.3% | -15.9% | -0.4% | -20.9% |
| 5Y | -70.4% | -25.8% | -44.5% | -71.6% |
| 10Y | -74.2% | +319.6% | -393.8% | -91.3% |
| All | -35.1% | +3,061.8% | -3,096.9% | -92.8% |
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