+291.9%
WDAY vs PSKY
-73.5%
+365.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.9% | -6.2% |
| 7D | +2.3% | -24.6% | +26.8% | -14.6% |
| 30D | -1.8% | -36.1% | +34.4% | -27.3% |
| 3M | +130.6% | -85.1% | +215.7% | +46.0% |
| 6M | +130.6% | -85.1% | +215.7% | +46.0% |
| YTD | +130.6% | -85.1% | +215.7% | +46.0% |
| 1Y | +130.6% | -85.1% | +215.7% | +46.0% |
| 3Y | +130.6% | -85.1% | +215.7% | +46.0% |
| 5Y | +130.6% | -85.1% | +215.7% | +46.0% |
| 10Y | +119.3% | -84.4% | +203.7% | +35.2% |
| All | +291.9% | -73.5% | +365.4% | +106.2% |
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