+48.9%
PCOR vs WWD
+137.0%
-88.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +0.7% |
| 7D | +23.7% | -2.6% | +26.3% | +23.9% |
| 30D | +39.0% | -7.7% | +46.7% | +40.2% |
| 3M | +35.8% | -17.7% | +53.5% | +39.0% |
| 6M | +38.2% | -15.9% | +54.1% | +39.1% |
| YTD | +3.9% | +1.8% | +2.2% | -4.4% |
| 1Y | +5.7% | +17.4% | -11.7% | -9.1% |
| All | +48.9% | +137.0% | -88.1% | -1.9% |
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