+207.5%
WAT vs PSKY
-84.9%
+292.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | -1.1% |
| 7D | +0.7% | -24.6% | +25.3% | +3.5% |
| 30D | +6.6% | -36.1% | +42.7% | +11.5% |
| 3M | +16.0% | -53.8% | +69.9% | +23.2% |
| 6M | +16.0% | -53.8% | +69.9% | +23.2% |
| YTD | +16.0% | -53.8% | +69.9% | +23.2% |
| 1Y | +30.5% | -58.4% | +88.8% | +40.5% |
| 3Y | +71.2% | -40.7% | +111.9% | +68.5% |
| 5Y | +26.8% | -80.0% | +106.8% | +39.8% |
| All | +207.5% | -84.9% | +292.4% | +202.4% |
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