+12.2%
PCAR vs WST
+47.3%
-35.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +4.0% |
| 7D | +3.7% | +1.3% | +2.4% | +3.4% |
| 30D | -2.9% | +8.5% | -11.4% | -4.4% |
| 3M | -21.7% | +17.2% | -38.9% | -24.1% |
| 6M | -6.6% | +36.3% | -42.9% | -12.7% |
| YTD | -2.2% | +48.9% | -51.2% | -8.9% |
| 1Y | +12.2% | +42.9% | -30.7% | +7.1% |
| All | +12.2% | +47.3% | -35.1% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling