-14.6%
PCOR vs WST
-15.6%
+1.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.1% |
| 7D | -9.0% | +0.7% | -9.7% | -9.1% |
| 30D | +4.2% | -3.1% | +7.3% | +4.7% |
| 3M | +14.4% | +7.2% | +7.2% | +12.9% |
| 6M | +0.2% | +36.8% | -36.6% | -5.8% |
| YTD | -20.3% | +23.8% | -44.1% | -23.7% |
| 1Y | -16.1% | +37.8% | -53.9% | -21.7% |
| All | -14.6% | -15.6% | +1.0% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling