+322.9%
WMB vs PCAR
+355.9%
-33.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +3.3% | -6.2% | +9.5% | +6.0% |
| 3M | +3.1% | +5.9% | -2.8% | -0.2% |
| 6M | -0.7% | +0.4% | -1.1% | -2.2% |
| YTD | +25.2% | +14.8% | +10.3% | +15.4% |
| 1Y | +32.9% | +30.1% | +2.8% | +14.8% |
| 3Y | +140.6% | +66.7% | +73.9% | +73.0% |
| 5Y | +273.5% | +166.1% | +107.3% | +98.2% |
| All | +322.9% | +355.9% | -33.0% | +53.9% |
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 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