+33.5%
PCAR vs WST
+23.5%
+10.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +3.5% | +1.4% | +2.1% | +3.3% |
| 30D | -2.3% | +12.7% | -15.0% | -3.5% |
| 3M | -19.3% | +17.2% | -36.5% | -20.7% |
| 6M | -7.1% | +26.7% | -33.8% | -9.5% |
| YTD | -2.8% | +50.3% | -53.1% | -7.2% |
| 1Y | +9.3% | +50.2% | -40.9% | +4.3% |
| 3Y | +33.5% | +21.7% | +11.8% | +19.1% |
| All | +33.5% | +23.5% | +10.0% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling