+288.2%
WAB vs PSKY
-75.1%
+363.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.3% |
| 7D | -0.2% | -6.0% | +5.8% | +0.9% |
| 30D | -5.9% | +10.7% | -16.5% | -7.6% |
| 3M | +9.4% | +1.2% | +8.2% | +8.8% |
| 6M | +13.8% | +1.5% | +12.4% | +12.5% |
| YTD | +31.8% | -21.8% | +53.5% | +35.5% |
| 1Y | +48.5% | -30.2% | +78.7% | +54.0% |
| 3Y | +167.0% | -20.1% | +187.0% | +152.0% |
| 5Y | +222.3% | -70.5% | +292.8% | +268.9% |
| All | +288.2% | -75.1% | +363.3% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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