-13.1%
PCOR vs WPM
+224.0%
-237.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | +0.5% |
| 7D | +22.2% | +20.8% | +1.4% | +18.5% |
| 30D | +36.0% | +3.8% | +32.2% | +34.6% |
| 3M | +34.0% | +7.4% | +26.6% | +31.4% |
| 6M | +43.5% | +4.0% | +39.5% | +41.0% |
| YTD | +5.1% | +23.0% | -17.9% | -1.6% |
| 1Y | -3.9% | +45.9% | -49.9% | -13.4% |
| 3Y | +52.9% | +242.9% | -190.0% | +5.3% |
| 5Y | -18.7% | +259.5% | -278.2% | -46.6% |
| All | -13.1% | +224.0% | -237.1% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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