+235.8%
GWW vs PCOR
-9.0%
+244.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | +5.1% | +22.2% | -17.1% | +2.1% |
| 30D | +12.2% | +36.0% | -23.8% | +7.5% |
| 3M | +13.5% | +34.0% | -20.5% | +8.7% |
| 6M | +17.8% | +43.5% | -25.7% | +11.2% |
| YTD | +44.3% | +5.1% | +39.2% | +41.6% |
| 1Y | +52.8% | -3.9% | +56.8% | +52.1% |
| 3Y | +89.9% | +52.9% | +37.0% | +73.1% |
| 5Y | +214.5% | -18.7% | +233.1% | +188.8% |
| All | +235.8% | -9.0% | +244.7% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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