-4.4%
PCOR vs WWD
+17.1%
-21.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | -1.5% |
| 7D | +23.7% | -2.6% | +26.3% | +22.9% |
| 30D | +39.0% | -7.7% | +46.7% | +36.4% |
| 3M | +35.8% | -17.7% | +53.5% | +29.5% |
| 6M | +38.2% | -15.9% | +54.1% | +32.6% |
| YTD | +3.9% | +1.8% | +2.2% | -0.9% |
| All | -4.4% | +17.1% | -21.5% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling