+137.0%
WDAY vs PSKY
-85.2%
+222.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.9% | -2.0% |
| 7D | +2.3% | -24.6% | +26.8% | +7.4% |
| 30D | -1.8% | -36.1% | +34.4% | +6.7% |
| 3M | -15.5% | -54.8% | +39.3% | -2.7% |
| 6M | -15.5% | -54.8% | +39.3% | -2.7% |
| YTD | -15.5% | -54.8% | +39.3% | -2.7% |
| 1Y | -16.2% | -58.4% | +42.2% | -2.2% |
| 3Y | -11.5% | -40.7% | +29.2% | -8.9% |
| 5Y | -29.6% | -80.0% | +50.4% | -13.8% |
| All | +137.0% | -85.2% | +222.1% | +152.5% |
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