+52.9%
PCOR vs WWD
+157.3%
-104.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +0.9% |
| 7D | +22.2% | +4.2% | +18.0% | +21.4% |
| 30D | +36.0% | -0.8% | +36.8% | +36.0% |
| 3M | +34.0% | -8.2% | +42.2% | +35.2% |
| 6M | +43.5% | -9.8% | +53.4% | +43.5% |
| YTD | +5.1% | +10.4% | -5.3% | -4.4% |
| 1Y | -3.9% | +25.5% | -29.4% | -17.8% |
| 3Y | +52.9% | +155.8% | -102.9% | -3.7% |
| All | +52.9% | +157.3% | -104.4% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling