-75.6%
PSKY vs WWD
+490.2%
-565.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +2.2% |
| 7D | -6.0% | -2.9% | -3.1% | -4.9% |
| 30D | +10.7% | -6.6% | +17.3% | +13.6% |
| 3M | +1.2% | -9.3% | +10.5% | +4.2% |
| 6M | +1.5% | -13.6% | +15.1% | +5.4% |
| YTD | -21.8% | +10.4% | -32.1% | -27.9% |
| 1Y | -30.2% | +39.9% | -70.0% | -42.8% |
| 3Y | -20.1% | +165.0% | -185.1% | -54.9% |
| 5Y | -70.5% | +183.8% | -254.3% | -84.2% |
| All | -75.6% | +490.2% | -565.9% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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