+359.1%
PCAR vs WWD
+476.2%
-117.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.1% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | -7.7% | -6.4% | -1.3% | -5.7% |
| 3M | +3.7% | -5.6% | +9.3% | +5.2% |
| 6M | +2.3% | -9.1% | +11.4% | +4.7% |
| YTD | +12.8% | +12.5% | +0.3% | +6.7% |
| 1Y | +27.8% | +41.3% | -13.6% | +10.8% |
| 3Y | +61.8% | +170.2% | -108.4% | +7.4% |
| 5Y | +168.2% | +192.5% | -24.3% | +68.5% |
| 10Y | +359.1% | +476.9% | -117.8% | +95.9% |
| All | +359.1% | +476.2% | -117.2% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling