+281.4%
WMB vs PCAR
+288.5%
-7.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +7.8% | +4.9% | +2.9% | +5.7% |
| 30D | -5.1% | -1.4% | -3.7% | -4.8% |
| 3M | -4.7% | -18.1% | +13.4% | +3.2% |
| 6M | -7.4% | -4.0% | -3.4% | -7.2% |
| YTD | +17.5% | -1.5% | +18.9% | +15.2% |
| 1Y | +19.5% | +13.2% | +6.3% | +9.4% |
| 3Y | +121.3% | +35.8% | +85.5% | +74.9% |
| 5Y | +200.5% | +114.6% | +85.9% | +76.8% |
| All | +281.4% | +288.5% | -7.2% | +53.6% |
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