+2,797.7%
WPM vs PSKY
-63.1%
+2,860.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +1.7% |
| 7D | -3.2% | -24.6% | +21.3% | +1.4% |
| 30D | -10.3% | -36.1% | +25.8% | -3.0% |
| 3M | +25.1% | -54.8% | +79.9% | +38.8% |
| 6M | +25.1% | -54.8% | +79.9% | +38.8% |
| YTD | +25.1% | -54.8% | +79.9% | +38.8% |
| 1Y | +18.7% | -58.4% | +77.1% | +33.7% |
| 3Y | +221.6% | -40.7% | +262.3% | +217.0% |
| 5Y | +244.5% | -80.0% | +324.5% | +301.6% |
| 10Y | +565.5% | -84.4% | +649.9% | +612.7% |
| All | +2,797.7% | -63.1% | +2,860.7% | +1,727.6% |
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