+4,447.0%
PCAR vs WCN
+6,839.3%
-2,392.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | -6.2% | +0.4% | -6.7% | -6.4% |
| 3M | +5.9% | +7.3% | -1.4% | +3.1% |
| 6M | +0.4% | -2.5% | +2.9% | +0.6% |
| YTD | +14.8% | -5.4% | +20.2% | +16.0% |
| 1Y | +30.1% | -8.5% | +38.6% | +32.7% |
| 3Y | +66.7% | +20.8% | +45.9% | +54.1% |
| 5Y | +166.1% | +30.0% | +136.1% | +138.6% |
| 10Y | +353.7% | +238.4% | +115.3% | +198.4% |
| All | +4,447.0% | +6,839.3% | -2,392.3% | +1,606.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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