-34.1%
PCOR vs WSM
+204.6%
-238.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -5.1% |
| 7D | -9.0% | -3.3% | -5.7% | -7.8% |
| 30D | +4.2% | -8.4% | +12.6% | +7.9% |
| 3M | +14.4% | +9.7% | +4.8% | +9.6% |
| 6M | +0.2% | +16.7% | -16.5% | -7.3% |
| YTD | -20.3% | +28.7% | -48.9% | -29.5% |
| 1Y | -16.1% | +13.7% | -29.8% | -22.2% |
| 3Y | -14.7% | +230.1% | -244.8% | -54.9% |
| 5Y | -43.2% | +179.0% | -222.1% | -70.2% |
| All | -34.1% | +204.6% | -238.7% | -65.4% |
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