+35.0%
PCAR vs WST
+16.9%
+18.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.1% |
| 7D | +2.2% | -5.8% | +8.0% | +2.8% |
| 30D | -4.4% | +5.3% | -9.7% | -4.9% |
| 3M | -21.4% | +11.8% | -33.2% | -22.4% |
| 6M | -7.3% | +26.7% | -34.0% | -9.8% |
| YTD | -3.8% | +43.0% | -46.8% | -7.7% |
| 1Y | +6.3% | +38.9% | -32.6% | +2.2% |
| All | +35.0% | +16.9% | +18.2% | +21.5% |
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 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