-30.8%
WDAY vs PSKY
-71.2%
+40.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -10.5% | -6.0% | -4.6% | -9.7% |
| 30D | +2.1% | +10.7% | -8.6% | +0.5% |
| 3M | +34.6% | +1.2% | +33.5% | +34.3% |
| 6M | +29.9% | +1.5% | +28.4% | +29.2% |
| YTD | -13.8% | -21.8% | +7.9% | -11.5% |
| 1Y | -18.3% | -30.2% | +11.9% | -15.4% |
| 3Y | -26.2% | -20.1% | -6.1% | -29.4% |
| 5Y | -30.8% | -70.5% | +39.7% | -22.8% |
| All | -30.8% | -71.2% | +40.3% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling