+175.0%
WBD vs PCAR
+42.2%
+132.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -0.1% | -0.3% | +0.3% | +0.1% |
| 30D | -0.9% | -11.1% | +10.3% | +5.3% |
| 3M | -3.2% | -9.5% | +6.2% | +1.4% |
| 6M | +22.6% | +16.5% | +6.0% | +9.1% |
| YTD | -5.6% | +3.5% | -9.1% | -9.3% |
| 1Y | +194.7% | +21.1% | +173.6% | +155.7% |
| All | +175.0% | +42.2% | +132.8% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling