+293.0%
PCAR vs WST
+466.7%
-173.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +3.1% |
| 7D | +2.9% | +1.3% | +1.6% | +2.7% |
| 30D | -2.1% | +12.9% | -15.0% | -4.2% |
| 3M | -20.4% | +16.7% | -37.0% | -22.6% |
| 6M | -7.0% | +26.8% | -33.8% | -11.1% |
| YTD | -2.6% | +50.5% | -53.1% | -10.1% |
| 1Y | +9.8% | +52.9% | -43.1% | +1.1% |
| 3Y | +37.3% | +23.9% | +13.3% | +24.7% |
| 5Y | +116.4% | +1.0% | +115.4% | +101.9% |
| 10Y | +293.0% | +451.4% | -158.4% | +105.5% |
| All | +293.0% | +466.7% | -173.8% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling