+49.3%
WM vs PSA
+52.1%
-2.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.3% |
| 7D | +4.5% | +7.4% | -2.9% | +2.5% |
| 30D | +16.1% | +19.1% | -3.1% | +10.9% |
| 3M | +8.0% | +5.1% | +2.9% | +6.5% |
| 6M | +8.4% | +16.2% | -7.8% | +4.4% |
| YTD | +11.2% | +35.2% | -23.9% | +3.1% |
| 1Y | +22.3% | +27.1% | -4.8% | +15.1% |
| All | +49.3% | +52.1% | -2.9% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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