-18.7%
PCOR vs WCC
+141.7%
-160.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +40.8% |
| 3M | +34.0% | -12.9% | +46.9% | +36.9% |
| 6M | +43.5% | -10.7% | +54.2% | +42.3% |
| YTD | +5.1% | +30.0% | -24.9% | -14.8% |
| 1Y | -3.9% | +24.7% | -28.6% | -20.8% |
| 3Y | +52.9% | +136.6% | -83.6% | -12.6% |
| 5Y | -18.7% | +143.9% | -162.6% | -58.5% |
| All | -18.7% | +141.7% | -160.3% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling