+525.4%
WPM vs PSKY
-74.6%
+600.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.9% |
| 7D | -0.6% | -2.4% | +1.8% | -0.4% |
| 30D | +14.4% | +11.6% | +2.8% | +13.6% |
| 3M | +37.0% | +1.5% | +35.4% | +36.7% |
| 6M | +4.1% | +7.7% | -3.6% | +3.5% |
| YTD | +31.7% | -20.1% | +51.8% | +33.0% |
| 1Y | +44.2% | -38.3% | +82.5% | +47.3% |
| 3Y | +265.5% | -17.7% | +283.2% | +261.6% |
| 5Y | +262.5% | -69.9% | +332.4% | +268.1% |
| All | +525.4% | -74.6% | +600.0% | +492.4% |
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