+3,810.2%
PCAR vs WCC
+1,713.7%
+2,096.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -1.1% |
| 7D | -0.5% | +4.5% | -5.0% | -1.9% |
| 30D | -6.2% | -5.8% | -0.4% | -4.6% |
| 3M | +5.9% | -3.7% | +9.6% | +6.3% |
| 6M | +0.4% | +23.1% | -22.7% | -7.5% |
| YTD | +14.8% | +44.2% | -29.3% | +0.2% |
| 1Y | +30.1% | +62.1% | -32.0% | +8.7% |
| 3Y | +66.7% | +121.1% | -54.5% | +19.4% |
| 5Y | +166.1% | +214.0% | -47.8% | +61.9% |
| 10Y | +353.7% | +472.8% | -119.1% | +101.0% |
| All | +3,810.2% | +1,713.7% | +2,096.4% | +861.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling