+112.2%
WDAY vs PSKY
-74.6%
+186.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | -5.2% | -2.4% | -2.8% | -4.8% |
| 30D | +5.9% | +11.6% | -5.6% | +4.0% |
| 3M | +42.3% | +1.5% | +40.7% | +41.8% |
| 6M | +34.7% | +7.7% | +27.0% | +32.6% |
| YTD | -13.5% | -20.1% | +6.6% | -11.3% |
| 1Y | -18.1% | -38.3% | +20.2% | -12.8% |
| 3Y | -26.4% | -17.7% | -8.6% | -29.8% |
| 5Y | -30.6% | -69.9% | +39.3% | -22.6% |
| All | +112.2% | -74.6% | +186.8% | +106.0% |
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