+79.0%
WDC vs PCAR
+0.7%
+78.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.7% |
| 7D | +1.7% | -0.5% | +2.3% | +2.2% |
| 30D | -10.0% | -6.2% | -3.7% | -5.0% |
| 3M | -18.8% | +5.9% | -24.6% | -23.5% |
| 6M | +79.0% | +0.4% | +78.6% | +78.5% |
| All | +79.0% | +0.7% | +78.3% | +78.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling