-14.1%
PCOR vs WCC
+184.4%
-198.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.6% | +3.3% |
| 7D | +23.7% | -21.9% | +45.6% | +33.2% |
| 30D | +39.0% | -25.4% | +64.4% | +51.5% |
| 3M | +35.8% | -23.1% | +58.9% | +45.0% |
| 6M | +38.2% | -18.1% | +56.3% | +41.1% |
| YTD | +3.9% | +17.7% | -13.7% | -12.2% |
| 1Y | +5.7% | +12.4% | -6.7% | -9.0% |
| 3Y | +44.8% | +105.9% | -61.1% | -10.9% |
| 5Y | -19.8% | +116.8% | -136.6% | -56.4% |
| All | -14.1% | +184.4% | -198.5% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling