+979.5%
WEC vs PSKY
-63.1%
+1,042.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.8% | +7.3% | +3.0% |
| 7D | +4.8% | -24.6% | +29.4% | +7.4% |
| 30D | +3.4% | -36.1% | +39.5% | +7.8% |
| 3M | +0.3% | -54.8% | +55.1% | +6.1% |
| 6M | +0.3% | -54.8% | +55.1% | +6.1% |
| YTD | +0.3% | -54.8% | +55.1% | +6.1% |
| 1Y | -3.2% | -58.4% | +55.1% | +3.2% |
| 3Y | +44.7% | -40.7% | +85.4% | +42.5% |
| 5Y | +43.2% | -80.0% | +123.2% | +56.3% |
| 10Y | +160.4% | -84.4% | +244.8% | +166.3% |
| All | +979.5% | -63.1% | +1,042.6% | +813.9% |
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