-85.4%
PSKY vs WWD
+437.1%
-522.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.5% |
| 7D | -24.6% | -2.1% | -22.5% | -24.1% |
| 30D | -36.1% | +1.2% | -37.3% | -36.3% |
| 3M | -54.8% | +20.3% | -75.1% | -62.3% |
| 6M | -54.8% | +20.3% | -75.1% | -62.3% |
| YTD | -54.8% | +20.3% | -75.1% | -62.3% |
| 1Y | -58.4% | +33.5% | -91.8% | -67.0% |
| 3Y | -40.7% | +157.4% | -198.1% | -67.9% |
| 5Y | -80.0% | +193.2% | -273.2% | -90.1% |
| All | -85.4% | +437.1% | -522.5% | -94.8% |
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