-71.5%
PSKY vs WWD
+191.3%
-262.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.2% |
| 7D | -6.8% | +0.6% | -7.5% | -7.0% |
| 30D | +10.2% | -5.1% | +15.3% | +11.8% |
| 3M | +0.3% | -11.2% | +11.5% | +2.9% |
| 6M | -7.8% | -12.0% | +4.3% | -5.8% |
| YTD | -23.0% | +12.0% | -34.9% | -28.0% |
| 1Y | -31.6% | +42.8% | -74.4% | -42.0% |
| 3Y | -21.3% | +168.9% | -190.3% | -54.2% |
| 5Y | -71.5% | +192.2% | -263.7% | -85.5% |
| All | -71.5% | +191.3% | -262.8% | -85.5% |
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