+295.0%
PCAR vs WCC
+453.1%
-158.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +1.4% |
| 7D | +2.2% | +3.3% | -1.1% | +1.0% |
| 30D | +0.3% | -9.4% | +9.8% | +2.4% |
| 3M | -17.9% | -10.5% | -7.4% | -16.4% |
| 6M | -3.4% | -10.4% | +7.0% | -2.3% |
| YTD | -0.1% | +34.4% | -34.5% | -11.7% |
| 1Y | +13.4% | +27.7% | -14.3% | +1.8% |
| 3Y | +37.2% | +137.9% | -100.7% | -4.0% |
| 5Y | +117.3% | +147.0% | -29.7% | +42.7% |
| 10Y | +295.0% | +442.5% | -147.5% | +87.6% |
| All | +295.0% | +453.1% | -158.2% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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