+17.8%
WBD vs PCAR
+116.0%
-98.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +163.0% | +40.6% | +122.3% | +57.9% |
| 7D | +163.0% | +40.6% | +122.3% | +57.9% |
| 30D | +163.0% | +40.6% | +122.3% | +57.9% |
| 3M | +163.0% | +40.6% | +122.3% | +57.9% |
| 6M | +163.0% | +40.6% | +122.3% | +57.9% |
| YTD | +163.0% | +40.6% | +122.3% | +57.9% |
| 1Y | +163.0% | +40.6% | +122.3% | +57.9% |
| 3Y | +206.7% | +41.6% | +165.2% | +83.5% |
| All | +17.8% | +116.0% | -98.2% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling