+61.8%
PCAR vs WSM
+239.4%
-177.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | 0.0% | +2.6% | -2.5% | -0.5% |
| 30D | -7.7% | -9.5% | +1.8% | -5.6% |
| 3M | +3.7% | +12.9% | -9.2% | +0.8% |
| 6M | +2.3% | +23.0% | -20.7% | -2.6% |
| YTD | +12.8% | +28.9% | -16.1% | +6.3% |
| 1Y | +27.8% | +13.7% | +14.1% | +23.2% |
| 3Y | +61.8% | +232.6% | -170.8% | +28.4% |
| All | +61.8% | +239.4% | -177.6% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling