-16.1%
PCOR vs WSM
+19.9%
-36.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.6% |
| 7D | -9.0% | -3.3% | -5.7% | -8.4% |
| 30D | +4.2% | -8.4% | +12.6% | +5.8% |
| 3M | +14.4% | +9.7% | +4.8% | +12.6% |
| 6M | +0.2% | +16.7% | -16.5% | -2.2% |
| YTD | -20.3% | +28.7% | -48.9% | -23.6% |
| 1Y | -16.1% | +13.7% | -29.8% | -18.7% |
| All | -16.1% | +19.9% | -36.0% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling