+17,845.4%
WDC vs PCAR
+15,337.6%
+2,507.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +1.7% | -0.5% | +2.3% | +2.0% |
| 30D | -10.0% | -6.2% | -3.7% | -7.2% |
| 3M | -18.8% | +5.9% | -24.6% | -20.7% |
| 6M | +79.0% | +0.4% | +78.6% | +78.9% |
| YTD | +171.6% | +14.8% | +156.7% | +156.0% |
| 1Y | +417.4% | +30.1% | +387.3% | +356.8% |
| 3Y | +1,251.8% | +66.7% | +1,185.1% | +952.7% |
| 5Y | +911.7% | +166.1% | +745.6% | +536.0% |
| 10Y | +1,399.6% | +353.7% | +1,046.0% | +660.4% |
| All | +17,845.4% | +15,337.6% | +2,507.8% | +3,048.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling