+207.2%
GWW vs PCOR
-30.9%
+238.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.1% | +1.5% |
| 7D | +1.4% | -9.0% | +10.4% | +2.6% |
| 30D | +3.3% | +4.2% | -0.9% | +2.6% |
| 3M | +2.9% | +14.4% | -11.5% | +0.6% |
| 6M | +15.8% | +0.2% | +15.6% | +14.5% |
| YTD | +32.0% | -20.3% | +52.3% | +34.8% |
| 1Y | +29.9% | -16.1% | +46.0% | +31.1% |
| 3Y | +91.1% | -14.7% | +105.8% | +88.6% |
| 5Y | +223.9% | -43.2% | +267.1% | +209.3% |
| All | +207.2% | -30.9% | +238.1% | +195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling