+1,285.8%
WDC vs PSLV
+165.9%
+1,120.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -4.3% | -3.5% | -0.9% | -2.9% |
| 30D | -1.5% | -2.1% | +0.7% | -1.0% |
| 3M | -15.5% | -1.6% | -13.8% | -15.4% |
| 6M | +66.5% | -25.5% | +92.0% | +82.9% |
| YTD | +159.9% | -11.4% | +171.3% | +159.6% |
| 1Y | +366.0% | +48.6% | +317.4% | +277.6% |
| 3Y | +1,285.8% | +166.9% | +1,118.9% | +863.7% |
| All | +1,285.8% | +165.9% | +1,120.0% | +863.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling