+367.2%
PCAR vs WST
+322.7%
+44.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -0.5% | +0.7% | -1.3% | -0.6% |
| 30D | -6.2% | -3.1% | -3.1% | -5.7% |
| 3M | +5.9% | +7.2% | -1.3% | +4.4% |
| 6M | +0.4% | +36.8% | -36.4% | -5.5% |
| YTD | +14.8% | +23.8% | -9.0% | +9.8% |
| 1Y | +30.1% | +37.8% | -7.7% | +21.8% |
| 3Y | +66.7% | -15.9% | +82.5% | +64.0% |
| 5Y | +166.1% | -25.8% | +192.0% | +164.9% |
| All | +367.2% | +322.7% | +44.6% | +155.1% |
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 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