-13.3%
PCOR vs WCN
+65.9%
-79.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +20.7% | +2.6% | +18.1% | +19.2% |
| 30D | +35.7% | +25.3% | +10.4% | +19.3% |
| 3M | +31.1% | +15.2% | +15.8% | +21.0% |
| 6M | +43.1% | +26.4% | +16.7% | +24.7% |
| YTD | +4.8% | +9.9% | -5.1% | -1.3% |
| 1Y | -3.7% | +16.2% | -19.8% | -12.7% |
| 3Y | +46.5% | +49.4% | -2.9% | +5.3% |
| 5Y | -17.3% | +46.2% | -63.4% | -43.2% |
| All | -13.3% | +65.9% | -79.3% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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