-13.1%
PCOR vs WCC
+214.2%
-227.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.1% | -6.6% | -1.3% |
| 7D | +22.2% | -5.7% | +27.9% | +23.1% |
| 30D | +36.0% | -13.5% | +49.5% | +40.7% |
| 3M | +34.0% | -12.9% | +46.9% | +36.8% |
| 6M | +43.5% | -10.7% | +54.2% | +42.4% |
| YTD | +5.1% | +30.0% | -24.9% | -14.3% |
| 1Y | -3.9% | +24.7% | -28.6% | -20.3% |
| 3Y | +52.9% | +136.6% | -83.6% | -10.7% |
| 5Y | -18.7% | +143.9% | -162.6% | -57.6% |
| All | -13.1% | +214.2% | -227.3% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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