+1,151.6%
WM vs PSKY
-42.2%
+1,193.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -2.4% | +24.0% | -26.3% | -5.7% |
| 3M | +0.4% | +2.2% | -1.7% | -0.2% |
| 6M | -9.5% | -9.0% | -0.5% | -8.9% |
| YTD | +0.5% | -18.1% | +18.6% | +2.4% |
| 1Y | -1.1% | -25.1% | +24.0% | +1.2% |
| 3Y | +46.0% | -16.3% | +62.4% | +38.5% |
| 5Y | +51.8% | -70.4% | +122.2% | +66.2% |
| 10Y | +307.5% | -74.2% | +381.7% | +305.1% |
| All | +1,151.6% | -42.2% | +1,193.8% | +868.3% |
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 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