-14.4%
PCOR vs WSM
+241.3%
-255.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | +22.7% | +0.5% | +22.2% | +22.8% |
| 30D | +37.5% | +6.0% | +31.5% | +34.5% |
| 3M | +35.2% | +3.2% | +32.0% | +33.6% |
| 6M | +42.2% | +37.1% | +5.1% | +24.1% |
| YTD | +3.6% | +44.2% | -40.6% | -12.5% |
| 1Y | -4.8% | +34.2% | -39.0% | -17.1% |
| 3Y | +48.3% | +249.3% | -200.9% | -22.4% |
| 5Y | -20.1% | +169.3% | -189.3% | -59.7% |
| All | -14.4% | +241.3% | -255.7% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling