+35.0%
WAT vs PSKY
-28.3%
+63.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.5% | +1.6% |
| 7D | -0.3% | -2.4% | +2.1% | -0.2% |
| 30D | -1.9% | +11.6% | -13.5% | -2.1% |
| 3M | +13.5% | +1.5% | +12.0% | +13.2% |
| 6M | +37.2% | +7.7% | +29.5% | +36.8% |
| YTD | +7.5% | -20.1% | +27.6% | +7.0% |
| 1Y | +35.0% | -38.3% | +73.3% | +32.8% |
| All | +35.0% | -28.3% | +63.3% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling