+356.5%
WELL vs PSKY
-76.1%
+432.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +0.3% |
| 7D | -1.1% | -6.8% | +5.7% | 0.0% |
| 30D | +0.7% | +10.2% | -9.5% | -0.9% |
| 3M | +14.5% | +0.3% | +14.2% | +14.1% |
| 6M | +14.4% | -7.8% | +22.2% | +14.9% |
| YTD | +28.5% | -23.0% | +51.4% | +32.1% |
| 1Y | +41.8% | -31.6% | +73.4% | +47.4% |
| 3Y | +202.8% | -21.3% | +224.1% | +188.7% |
| 5Y | +208.8% | -71.5% | +280.3% | +251.7% |
| 10Y | +356.5% | -75.6% | +432.2% | +248.3% |
| All | +356.5% | -76.1% | +432.6% | +248.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling