+88.5%
WDC vs PCAR
+11.3%
+77.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.2% |
| 7D | +12.1% | +4.9% | +7.1% | +8.6% |
| 30D | -18.8% | -1.4% | -17.4% | -18.0% |
| 3M | -39.3% | -18.1% | -21.2% | -29.4% |
| 6M | -40.1% | -4.0% | -36.1% | -39.2% |
| YTD | +71.8% | -1.5% | +73.3% | +74.9% |
| 1Y | +88.5% | +13.2% | +75.3% | +96.3% |
| All | +88.5% | +11.3% | +77.2% | +96.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling