+695.1%
WDC vs PCAR
+290.1%
+405.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +6.6% |
| 7D | -3.2% | +2.2% | -5.4% | -4.3% |
| 30D | -19.0% | +0.3% | -19.4% | -19.4% |
| 3M | -28.4% | -17.9% | -10.5% | -17.8% |
| 6M | -39.2% | -3.4% | -35.8% | -38.2% |
| YTD | +82.1% | -0.1% | +82.2% | +81.6% |
| 1Y | +84.7% | +13.4% | +71.2% | +67.3% |
| 3Y | +825.6% | +37.2% | +788.4% | +586.8% |
| 5Y | +608.2% | +117.3% | +490.8% | +253.1% |
| 10Y | +695.1% | +295.0% | +400.2% | +160.7% |
| All | +695.1% | +290.1% | +405.0% | +160.7% |
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