-14.1%
PCOR vs WST
+26.9%
-41.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +0.4% | +19.2% | +19.5% |
| 7D | +21.8% | +1.3% | +20.6% | +21.3% |
| 30D | +39.5% | +8.5% | +31.0% | +35.7% |
| 3M | +35.2% | +17.2% | +18.0% | +28.0% |
| 6M | +21.7% | +36.3% | -14.5% | +8.8% |
| YTD | +3.9% | +48.9% | -45.0% | -10.9% |
| 1Y | +6.9% | +42.9% | -36.0% | -7.2% |
| 3Y | +44.8% | +23.1% | +21.7% | +17.4% |
| 5Y | -21.9% | -4.4% | -17.6% | -26.3% |
| All | -14.1% | +26.9% | -41.0% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling