+298.2%
WBD vs PSA
+885.7%
-587.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -1.8% | -3.7% | +1.9% | -0.5% |
| 30D | +8.8% | -7.7% | +16.5% | +12.0% |
| 3M | +4.6% | -0.6% | +5.2% | +4.6% |
| 6M | +1.1% | -0.9% | +2.0% | +0.8% |
| YTD | -2.0% | +18.7% | -20.6% | -8.8% |
| 1Y | +140.0% | +7.6% | +132.4% | +131.0% |
| 3Y | +144.4% | +23.7% | +120.7% | +123.0% |
| 5Y | -0.2% | +13.7% | -13.9% | -7.5% |
| 10Y | +9.1% | +98.9% | -89.7% | -20.2% |
| All | +298.2% | +885.7% | -587.5% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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