+13,096.5%
PCAR vs WSM
+40,190.9%
-27,094.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +2.2% | -3.0% | +5.2% | +2.9% |
| 30D | +0.3% | +10.1% | -9.7% | -1.8% |
| 3M | -17.9% | +4.9% | -22.8% | -18.9% |
| 6M | -3.4% | +49.8% | -53.2% | -11.8% |
| YTD | -0.1% | +48.7% | -48.8% | -8.8% |
| 1Y | +13.4% | +38.7% | -25.3% | +5.1% |
| 3Y | +37.2% | +269.5% | -232.3% | -0.9% |
| 5Y | +117.3% | +179.0% | -61.6% | +60.8% |
| 10Y | +295.0% | +1,162.3% | -867.3% | +94.2% |
| All | +13,096.5% | +40,190.9% | -27,094.5% | +3,481.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling