-78.2%
PSKY vs WWD
+182.7%
-260.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -5.0% |
| 7D | -24.6% | -2.1% | -22.5% | -24.8% |
| 30D | -36.1% | +1.2% | -37.3% | -36.0% |
| 3M | -53.8% | +21.4% | -75.3% | -50.6% |
| 6M | -53.8% | +21.4% | -75.3% | -50.6% |
| YTD | -53.8% | +21.4% | -75.3% | -50.6% |
| 1Y | -58.4% | +33.5% | -91.8% | -57.0% |
| 3Y | -40.7% | +157.4% | -198.1% | -58.2% |
| All | -78.2% | +182.7% | -260.8% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling