-39.4%
PSKY vs WWD
+147.1%
-186.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -5.6% |
| 7D | -24.6% | -2.1% | -22.5% | -25.7% |
| 30D | -36.1% | +1.2% | -37.3% | -35.8% |
| 3M | -53.8% | +21.4% | -75.3% | -39.1% |
| 6M | -53.8% | +21.4% | -75.3% | -39.1% |
| YTD | -53.8% | +21.4% | -75.3% | -39.1% |
| 1Y | -58.4% | +33.5% | -91.8% | -45.3% |
| All | -39.4% | +147.1% | -186.5% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling