+222.9%
WAB vs PSKY
-71.8%
+294.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.9% |
| 7D | +0.2% | -6.8% | +7.1% | +0.9% |
| 30D | -4.6% | +10.2% | -14.8% | -5.4% |
| 3M | +5.6% | +0.3% | +5.4% | +5.4% |
| 6M | +13.8% | -7.8% | +21.6% | +14.1% |
| YTD | +31.9% | -23.0% | +54.8% | +34.1% |
| 1Y | +48.3% | -31.6% | +79.9% | +51.6% |
| 3Y | +167.1% | -21.3% | +188.5% | +159.0% |
| 5Y | +222.9% | -71.5% | +294.3% | +276.1% |
| All | +222.9% | -71.8% | +294.7% | +276.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling