+3,755.3%
PCAR vs WCN
+7,914.0%
-4,158.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | +2.9% | +1.2% | +1.7% | +2.6% |
| 30D | -2.1% | +24.6% | -26.7% | -9.0% |
| 3M | -20.4% | +14.2% | -34.6% | -23.9% |
| 6M | -7.0% | +25.7% | -32.7% | -14.1% |
| YTD | -2.6% | +9.3% | -11.9% | -6.4% |
| 1Y | +9.8% | +15.3% | -5.5% | +3.7% |
| 3Y | +37.3% | +48.6% | -11.3% | +18.5% |
| 5Y | +116.4% | +46.9% | +69.5% | +86.1% |
| 10Y | +293.0% | +298.1% | -5.2% | +144.8% |
| All | +3,755.3% | +7,914.0% | -4,158.7% | +1,277.8% |
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