+311.1%
WM vs PSKY
-84.8%
+395.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.0% | +1.3% |
| 7D | +8.6% | -24.6% | +33.2% | +9.4% |
| 30D | +4.0% | -36.1% | +40.2% | +5.3% |
| 3M | +14.2% | -53.4% | +67.6% | +15.9% |
| 6M | +14.2% | -53.4% | +67.6% | +15.9% |
| YTD | +14.2% | -53.4% | +67.6% | +15.9% |
| 1Y | +8.1% | -58.4% | +66.5% | +10.6% |
| 3Y | +48.6% | -40.7% | +89.3% | +43.9% |
| 5Y | +55.2% | -80.0% | +135.2% | +64.0% |
| All | +311.1% | -84.8% | +395.8% | +286.5% |
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 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