+280.9%
WMB vs PCAR
+290.1%
-9.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.3% | +1.2% |
| 7D | +1.6% | +2.2% | -0.6% | +0.7% |
| 30D | -7.1% | +0.3% | -7.4% | -7.4% |
| 3M | -4.0% | -17.9% | +13.9% | +3.8% |
| 6M | -5.7% | -3.4% | -2.3% | -5.7% |
| YTD | +17.2% | -0.1% | +17.3% | +14.2% |
| 1Y | +17.2% | +13.4% | +3.8% | +7.3% |
| 3Y | +121.1% | +37.2% | +83.9% | +74.1% |
| 5Y | +197.2% | +117.3% | +79.8% | +74.0% |
| 10Y | +280.9% | +295.0% | -14.0% | +51.5% |
| All | +280.9% | +290.1% | -9.2% | +51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling