+15,068.3%
PCAR vs WSM
+34,755.7%
-19,687.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.3% |
| 7D | -0.5% | -3.3% | +2.8% | +0.2% |
| 30D | -6.2% | -8.4% | +2.2% | -4.5% |
| 3M | +5.9% | +9.7% | -3.8% | +3.6% |
| 6M | +0.4% | +16.7% | -16.3% | -3.2% |
| YTD | +14.8% | +28.7% | -13.9% | +8.3% |
| 1Y | +30.1% | +13.7% | +16.4% | +25.8% |
| 3Y | +66.7% | +230.1% | -163.4% | +23.2% |
| 5Y | +166.1% | +179.0% | -12.8% | +96.7% |
| 10Y | +353.7% | +1,002.5% | -648.9% | +130.0% |
| All | +15,068.3% | +34,755.7% | -19,687.4% | +4,153.5% |
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