-34.1%
PCOR vs WST
+5.6%
-39.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.0% |
| 7D | -9.0% | +0.7% | -9.7% | -9.2% |
| 30D | +4.2% | -3.1% | +7.3% | +5.2% |
| 3M | +14.4% | +7.2% | +7.2% | +11.3% |
| 6M | +0.2% | +36.8% | -36.6% | -11.6% |
| YTD | -20.3% | +23.8% | -44.1% | -27.2% |
| 1Y | -16.1% | +37.8% | -53.9% | -27.1% |
| 3Y | -14.7% | -15.9% | +1.2% | -16.2% |
| 5Y | -43.2% | -25.8% | -17.3% | -41.9% |
| All | -34.1% | +5.6% | -39.6% | -29.9% |
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 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