+952.0%
WEC vs PSKY
-42.2%
+994.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -1.3% | +24.0% | -25.3% | -3.7% |
| 3M | -3.9% | +2.2% | -6.1% | -4.3% |
| 6M | -8.3% | -9.0% | +0.7% | -7.8% |
| YTD | +3.1% | -18.1% | +21.2% | +4.4% |
| 1Y | +1.9% | -25.1% | +27.0% | +3.7% |
| 3Y | +41.9% | -16.3% | +58.3% | +37.5% |
| 5Y | +30.8% | -70.4% | +101.2% | +39.7% |
| 10Y | +141.9% | -74.2% | +216.1% | +138.1% |
| All | +952.0% | -42.2% | +994.2% | +765.5% |
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 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