+653.4%
WDC vs PCAR
+326.7%
+326.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.7% | +6.2% | +7.2% |
| 7D | -14.4% | +2.9% | -17.3% | -16.1% |
| 30D | -27.1% | -2.1% | -24.9% | -26.1% |
| 3M | -33.3% | -20.4% | -12.9% | -21.8% |
| 6M | -39.6% | -7.0% | -32.6% | -36.9% |
| YTD | +68.4% | -2.6% | +71.0% | +70.9% |
| 1Y | +78.2% | +9.8% | +68.4% | +65.2% |
| 3Y | +772.0% | +37.3% | +734.8% | +546.4% |
| 5Y | +584.9% | +116.4% | +468.5% | +243.5% |
| 10Y | +653.4% | +293.0% | +360.5% | +170.4% |
| All | +653.4% | +326.7% | +326.8% | +170.4% |
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