+294.0%
PCAR vs WST
+441.1%
-147.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.7% |
| 7D | +0.1% | -3.1% | +3.2% | +0.6% |
| 30D | -4.6% | +9.1% | -13.7% | -6.1% |
| 3M | -22.6% | +14.7% | -37.3% | -24.5% |
| 6M | -12.0% | +28.0% | -40.0% | -16.0% |
| YTD | -6.1% | +45.6% | -51.7% | -12.8% |
| 1Y | +6.3% | +45.7% | -39.3% | -1.3% |
| 3Y | +31.8% | +21.1% | +10.7% | +20.1% |
| 5Y | +104.2% | +0.3% | +103.8% | +90.2% |
| All | +294.0% | +441.1% | -147.2% | +107.8% |
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