-13.1%
PCOR vs WST
+28.3%
-41.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +0.4% |
| 7D | +22.2% | +1.3% | +20.9% | +21.6% |
| 30D | +36.0% | +12.9% | +23.2% | +30.5% |
| 3M | +34.0% | +16.7% | +17.3% | +26.9% |
| 6M | +43.5% | +26.8% | +16.7% | +31.6% |
| YTD | +5.1% | +50.5% | -45.4% | -10.3% |
| 1Y | -3.9% | +52.9% | -56.8% | -18.6% |
| 3Y | +52.9% | +23.9% | +29.0% | +23.9% |
| 5Y | -18.7% | +1.0% | -19.7% | -25.0% |
| All | -13.1% | +28.3% | -41.4% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling