-16.1%
PCOR vs WST
+37.6%
-53.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.2% |
| 7D | -9.0% | +0.7% | -9.7% | -9.0% |
| 30D | +4.2% | -3.1% | +7.3% | +4.3% |
| 3M | +14.4% | +7.2% | +7.2% | +13.8% |
| 6M | +0.2% | +36.8% | -36.6% | -3.7% |
| YTD | -20.3% | +23.8% | -44.1% | -22.6% |
| 1Y | -16.1% | +37.8% | -53.9% | -20.9% |
| All | -16.1% | +37.6% | -53.7% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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