-36.2%
PCOR vs WSM
+205.2%
-241.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.2% |
| 7D | -6.9% | +2.6% | -9.5% | -7.9% |
| 30D | -1.5% | -9.5% | +8.0% | +2.4% |
| 3M | +18.5% | +12.9% | +5.6% | +12.1% |
| 6M | -4.7% | +23.0% | -27.7% | -13.7% |
| YTD | -22.8% | +28.9% | -51.7% | -31.8% |
| 1Y | -20.7% | +13.7% | -34.4% | -26.5% |
| 3Y | -14.6% | +232.6% | -247.2% | -55.0% |
| 5Y | -40.7% | +185.9% | -226.6% | -68.9% |
| All | -36.2% | +205.2% | -241.3% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling