+9,651.1%
PCAR vs WWD
+14,113.5%
-4,462.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.8% | -3.7% |
| 7D | +0.1% | +4.2% | -4.1% | -1.7% |
| 30D | -4.6% | -2.1% | -2.4% | -4.3% |
| 3M | -22.6% | -13.2% | -9.4% | -19.0% |
| 6M | -12.0% | -16.9% | +4.9% | -6.9% |
| YTD | -6.1% | +5.2% | -11.3% | -9.8% |
| 1Y | +6.3% | +20.6% | -14.3% | -3.3% |
| 3Y | +31.8% | +146.3% | -114.5% | -11.2% |
| 5Y | +104.2% | +171.3% | -67.2% | +29.6% |
| 10Y | +302.9% | +471.3% | -168.4% | +76.1% |
| All | +9,651.1% | +14,113.5% | -4,462.5% | +1,997.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling