+754.4%
WDC vs PCAR
+36.7%
+717.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -16.7% | +3.8% | -20.6% | -18.4% |
| 30D | -27.2% | -2.0% | -25.2% | -26.5% |
| 3M | -34.0% | -19.1% | -14.9% | -25.7% |
| 6M | -39.7% | -6.8% | -32.9% | -37.6% |
| YTD | +68.1% | -2.5% | +70.5% | +71.2% |
| 1Y | +66.3% | +9.7% | +56.7% | +60.5% |
| 3Y | +754.4% | +34.0% | +720.5% | +575.7% |
| All | +754.4% | +36.7% | +717.7% | +575.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling