+285.9%
PCAR vs WSM
+1,113.6%
-827.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.6% |
| 7D | +2.1% | -3.2% | +5.3% | +2.9% |
| 30D | -1.2% | +4.6% | -5.9% | -2.3% |
| 3M | -18.6% | +2.4% | -21.0% | -19.2% |
| 6M | -5.1% | +43.7% | -48.7% | -12.9% |
| YTD | -1.8% | +42.1% | -43.9% | -9.8% |
| 1Y | +10.6% | +32.3% | -21.6% | +3.2% |
| 3Y | +34.9% | +253.0% | -218.1% | -2.5% |
| 5Y | +114.0% | +161.3% | -47.3% | +59.6% |
| All | +285.9% | +1,113.6% | -827.7% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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