+6.3%
PCAR vs WST
+42.2%
-35.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.8% |
| 7D | +0.1% | -3.1% | +3.2% | +0.7% |
| 30D | -4.6% | +9.1% | -13.7% | -6.2% |
| 3M | -22.6% | +14.7% | -37.3% | -24.6% |
| 6M | -12.0% | +28.0% | -40.0% | -16.5% |
| YTD | -6.1% | +45.6% | -51.7% | -12.1% |
| 1Y | +6.3% | +45.7% | -39.3% | -0.6% |
| All | +6.3% | +42.2% | -35.9% | -0.6% |
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