+100.5%
WMB vs PCAR
+31.0%
+69.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | -13.8% | +0.1% | -13.9% | -13.8% |
| 30D | -10.3% | -4.6% | -5.8% | -10.0% |
| 3M | -10.1% | -22.6% | +12.5% | -7.7% |
| 6M | -11.8% | -12.0% | +0.1% | -11.1% |
| YTD | +8.9% | -6.1% | +15.0% | +8.5% |
| 1Y | +14.0% | +6.3% | +7.6% | +11.1% |
| 3Y | +100.5% | +31.8% | +68.7% | +88.4% |
| All | +100.5% | +31.0% | +69.5% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling