+1,221.5%
WDC vs PCAR
+363.2%
+858.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +1.7% | -0.5% | +2.3% | +2.1% |
| 30D | -10.0% | -6.2% | -3.7% | -5.6% |
| 3M | -18.8% | +5.9% | -24.6% | -22.0% |
| 6M | +79.0% | +0.4% | +78.6% | +78.0% |
| YTD | +171.6% | +14.8% | +156.7% | +146.3% |
| 1Y | +417.4% | +30.1% | +387.3% | +323.2% |
| 3Y | +1,251.8% | +66.7% | +1,185.1% | +773.6% |
| 5Y | +911.7% | +166.1% | +745.6% | +338.9% |
| All | +1,221.5% | +363.2% | +858.3% | +302.6% |
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