+10.8%
WBD vs PCAR
+357.6%
-346.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.5% |
| 7D | -0.7% | 0.0% | -0.7% | -0.8% |
| 30D | +5.0% | -7.7% | +12.7% | +9.7% |
| 3M | +6.2% | +3.7% | +2.5% | +3.1% |
| 6M | +0.6% | +2.3% | -1.7% | -2.4% |
| YTD | -2.4% | +12.8% | -15.2% | -11.4% |
| 1Y | +127.7% | +27.8% | +99.9% | +91.5% |
| 3Y | +148.4% | +61.8% | +86.6% | +77.0% |
| 5Y | +4.2% | +168.2% | -164.0% | -45.6% |
| 10Y | +10.8% | +359.1% | -348.3% | -56.1% |
| All | +10.8% | +357.6% | -346.8% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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