-12.2%
PCOR vs WCC
+224.8%
-237.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.2% | +14.2% | -12.1% | -2.5% |
| 30D | +37.4% | -9.8% | +47.3% | +40.1% |
| 3M | +33.2% | -10.1% | +43.3% | +34.6% |
| 6M | +60.6% | -9.4% | +70.0% | +59.0% |
| YTD | +6.2% | +34.4% | -28.2% | -14.4% |
| 1Y | -1.1% | +23.3% | -24.4% | -17.1% |
| 3Y | +48.4% | +137.9% | -89.5% | -13.3% |
| 5Y | -13.1% | +144.0% | -157.1% | -54.8% |
| All | -12.2% | +224.8% | -237.1% | -56.9% |
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