+1,044.1%
WAT vs PSKY
-63.1%
+1,107.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | -0.7% |
| 7D | +0.7% | -24.6% | +25.3% | +5.4% |
| 30D | +6.6% | -36.1% | +42.7% | +14.7% |
| 3M | +23.0% | -37.1% | +60.1% | +30.5% |
| 6M | +37.0% | -40.5% | +77.5% | +46.7% |
| YTD | +15.0% | -47.7% | +62.7% | +24.9% |
| 1Y | +30.5% | -58.4% | +88.8% | +47.7% |
| 3Y | +71.2% | -40.7% | +111.9% | +68.0% |
| 5Y | +26.8% | -80.0% | +106.8% | +49.6% |
| 10Y | +182.1% | -84.4% | +266.5% | +204.1% |
| All | +1,044.1% | -63.1% | +1,107.2% | +738.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling