+4,679.4%
WMB vs PCAR
+12,836.9%
-8,157.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.8% | -4.7% |
| 7D | -14.2% | +2.2% | -16.4% | -15.1% |
| 30D | -11.2% | -4.4% | -6.8% | -9.9% |
| 3M | -9.9% | -21.4% | +11.5% | -1.3% |
| 6M | -14.4% | -7.3% | -7.0% | -12.8% |
| YTD | +9.2% | -3.8% | +13.0% | +8.7% |
| 1Y | +15.1% | +6.3% | +8.8% | +9.6% |
| 3Y | +99.2% | +34.4% | +64.8% | +66.9% |
| 5Y | +180.2% | +109.2% | +71.0% | +92.1% |
| 10Y | +273.7% | +312.9% | -39.2% | +92.1% |
| All | +4,679.4% | +12,836.9% | -8,157.5% | +837.1% |
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