+15,068.3%
PCAR vs WST
+12,330.1%
+2,738.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -0.5% | +0.7% | -1.3% | -0.8% |
| 30D | -6.2% | -3.1% | -3.1% | -5.3% |
| 3M | +5.9% | +7.2% | -1.3% | +3.3% |
| 6M | +0.4% | +36.8% | -36.4% | -9.9% |
| YTD | +14.8% | +23.8% | -9.0% | +6.0% |
| 1Y | +30.1% | +37.8% | -7.7% | +15.4% |
| 3Y | +66.7% | -15.9% | +82.5% | +59.4% |
| 5Y | +166.1% | -25.8% | +192.0% | +155.3% |
| 10Y | +353.7% | +319.6% | +34.1% | +103.9% |
| All | +15,068.3% | +12,330.1% | +2,738.2% | +2,365.5% |
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 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