+642.9%
WDC vs PSA
+132.6%
+510.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.9% |
| 7D | +12.1% | -1.4% | +13.5% | +12.6% |
| 30D | -18.8% | +15.2% | -34.0% | -22.4% |
| 3M | -39.3% | +2.2% | -41.5% | -39.9% |
| 6M | -40.1% | +11.7% | -51.8% | -43.2% |
| YTD | +71.8% | +32.0% | +39.8% | +53.6% |
| 1Y | +88.5% | +26.3% | +62.2% | +70.8% |
| 3Y | +770.0% | +52.4% | +717.6% | +610.1% |
| 5Y | +549.0% | +26.3% | +522.8% | +463.7% |
| All | +642.9% | +132.6% | +510.3% | +390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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