+10,029.5%
WDC vs PCAR
+12,524.9%
-2,495.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.3% |
| 7D | -28.0% | +0.1% | -28.0% | -28.0% |
| 30D | -34.9% | -4.6% | -30.4% | -33.7% |
| 3M | -41.6% | -22.6% | -19.0% | -34.5% |
| 6M | -45.4% | -12.0% | -33.4% | -42.3% |
| YTD | +53.3% | -6.1% | +59.4% | +57.9% |
| 1Y | +61.5% | +6.3% | +55.2% | +56.7% |
| 3Y | +712.3% | +31.8% | +680.6% | +602.6% |
| 5Y | +524.2% | +104.2% | +420.1% | +341.6% |
| 10Y | +616.5% | +302.9% | +313.6% | +283.9% |
| All | +10,029.5% | +12,524.9% | -2,495.4% | +1,841.9% |
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