-0.7%
WEC vs PSKY
-28.3%
+27.5%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -0.6% | -2.4% | +1.8% | -0.5% |
| 30D | -2.6% | +11.6% | -14.2% | -3.0% |
| 3M | -6.0% | +1.5% | -7.6% | -6.2% |
| 6M | -5.4% | +7.7% | -13.1% | -5.9% |
| YTD | +2.5% | -20.1% | +22.6% | +3.9% |
| 1Y | -0.7% | -38.3% | +37.6% | +3.5% |
| All | -0.7% | -28.3% | +27.5% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling