+12,611.2%
PCAR vs WST
+14,250.0%
-1,638.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.3% |
| 7D | +2.2% | -5.8% | +8.0% | +4.1% |
| 30D | -4.4% | +5.3% | -9.7% | -6.0% |
| 3M | -21.4% | +11.8% | -33.2% | -24.3% |
| 6M | -7.3% | +26.7% | -34.0% | -14.5% |
| YTD | -3.8% | +43.0% | -46.8% | -15.3% |
| 1Y | +6.3% | +38.9% | -32.6% | -5.6% |
| 3Y | +34.4% | +18.2% | +16.2% | +14.4% |
| 5Y | +109.2% | -1.5% | +110.7% | +82.0% |
| 10Y | +312.9% | +439.0% | -126.1% | +70.0% |
| All | +12,611.2% | +14,250.0% | -1,638.8% | +1,871.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling