+276.9%
PCAR vs WSM
+1,226.6%
-949.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +3.5% | +3.1% | +0.4% | +2.8% |
| 30D | -2.3% | +8.5% | -10.8% | -4.1% |
| 3M | -19.3% | +4.6% | -23.9% | -20.3% |
| 6M | -7.1% | +44.5% | -51.7% | -14.9% |
| YTD | -2.8% | +48.4% | -51.2% | -11.6% |
| 1Y | +9.3% | +36.2% | -26.9% | +1.3% |
| 3Y | +33.5% | +268.8% | -235.3% | -4.4% |
| 5Y | +112.6% | +185.2% | -72.6% | +55.4% |
| 10Y | +276.9% | +1,175.8% | -898.9% | +71.9% |
| All | +276.9% | +1,226.6% | -949.7% | +71.9% |
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