-14.4%
PCOR vs WWD
+174.7%
-189.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.3% |
| 7D | +22.7% | +4.2% | +18.6% | +21.0% |
| 30D | +37.5% | -2.1% | +39.6% | +37.7% |
| 3M | +35.2% | -13.2% | +48.4% | +40.0% |
| 6M | +42.2% | -16.9% | +59.1% | +47.0% |
| YTD | +3.6% | +5.2% | -1.7% | -5.9% |
| 1Y | -4.8% | +20.6% | -25.3% | -19.4% |
| 3Y | +48.3% | +146.3% | -98.0% | -14.4% |
| 5Y | -20.1% | +171.3% | -191.4% | -59.1% |
| All | -14.4% | +174.7% | -189.1% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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