+302.1%
WDAY vs PSKY
-58.5%
+360.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.7% | -5.0% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | +14.7% | +24.0% | -9.2% | +9.9% |
| 3M | +32.4% | +2.2% | +30.2% | +31.7% |
| 6M | +36.9% | -9.0% | +45.9% | +38.7% |
| YTD | -8.8% | -18.1% | +9.3% | -6.4% |
| 1Y | -15.3% | -25.1% | +9.8% | -12.6% |
| 3Y | -21.2% | -16.3% | -4.9% | -26.0% |
| 5Y | -29.5% | -70.4% | +40.9% | -18.8% |
| 10Y | +120.0% | -74.2% | +194.2% | +124.7% |
| All | +302.1% | -58.5% | +360.6% | +262.4% |
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