+5,069.6%
WDC vs PSKY
-42.2%
+5,111.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.5% | +6.4% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -10.0% | +24.0% | -33.9% | -16.3% |
| 3M | -18.8% | +2.2% | -20.9% | -20.2% |
| 6M | +79.0% | -9.0% | +88.0% | +80.1% |
| YTD | +171.6% | -18.1% | +189.7% | +177.8% |
| 1Y | +417.4% | -25.1% | +442.5% | +431.8% |
| 3Y | +1,251.8% | -16.3% | +1,268.1% | +1,063.5% |
| 5Y | +911.7% | -70.4% | +982.1% | +1,118.3% |
| 10Y | +1,399.6% | -74.2% | +1,473.8% | +1,464.3% |
| All | +5,069.6% | -42.2% | +5,111.9% | +3,294.6% |
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