+53.4%
WM vs PSKY
-78.6%
+132.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.0% | +1.3% |
| 7D | +8.6% | -24.6% | +33.2% | +8.9% |
| 30D | +4.0% | -36.1% | +40.2% | +4.6% |
| 3M | +1.9% | -34.6% | +36.5% | +2.4% |
| 6M | +2.1% | -40.5% | +42.7% | +2.9% |
| YTD | +4.6% | -47.7% | +52.3% | +5.5% |
| 1Y | +8.1% | -58.4% | +66.5% | +9.6% |
| 3Y | +48.6% | -40.7% | +89.3% | +47.9% |
| All | +53.4% | -78.6% | +132.0% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling