-9.3%
PCOR vs WSM
+163.9%
-173.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.1% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +38.7% | +5.1% | +33.6% | +35.9% |
| 3M | +24.9% | +5.1% | +19.7% | +22.3% |
| 6M | +68.8% | +48.6% | +20.2% | +41.0% |
| YTD | +6.7% | +44.2% | -37.5% | -10.7% |
| 1Y | +3.0% | +38.1% | -35.1% | -12.2% |
| 3Y | +48.6% | +257.2% | -208.6% | -27.7% |
| All | -9.3% | +163.9% | -173.2% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling