-70.4%
PSKY vs WTW
+42.0%
-112.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | -2.4% | -5.7% | +3.3% | -0.4% |
| 30D | +11.6% | -7.3% | +18.8% | +14.3% |
| 3M | +1.5% | +21.5% | -19.9% | -5.5% |
| 6M | +7.7% | +9.6% | -1.9% | +3.3% |
| YTD | -20.1% | -3.3% | -16.8% | -20.1% |
| 1Y | -38.3% | -6.1% | -32.1% | -37.6% |
| 3Y | -17.7% | +61.8% | -79.6% | -37.6% |
| All | -70.4% | +42.0% | -112.4% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling