+96.0%
GWW vs PCOR
-14.4%
+110.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.1% | +1.4% |
| 7D | +1.4% | -9.0% | +10.4% | +2.5% |
| 30D | +3.3% | +4.2% | -0.9% | +2.6% |
| 3M | +2.9% | +14.4% | -11.5% | +0.9% |
| 6M | +15.8% | +0.2% | +15.6% | +14.9% |
| YTD | +32.0% | -20.3% | +52.3% | +36.2% |
| 1Y | +29.9% | -16.1% | +46.0% | +32.0% |
| All | +96.0% | -14.4% | +110.4% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling