+127.7%
WBD vs PCAR
+26.5%
+101.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +5.0% | -7.7% | +12.7% | +7.2% |
| 3M | +6.2% | +3.7% | +2.5% | +4.4% |
| 6M | +0.6% | +2.3% | -1.7% | -0.9% |
| YTD | -2.4% | +12.8% | -15.2% | -11.3% |
| 1Y | +127.7% | +27.8% | +99.9% | +87.5% |
| All | +127.7% | +26.5% | +101.2% | +87.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling