-9.3%
PCOR vs WWD
+187.3%
-196.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +3.0% | +4.0% | -0.9% | +1.8% |
| 30D | +38.7% | +0.4% | +38.3% | +37.9% |
| 3M | +24.9% | -7.9% | +32.8% | +27.2% |
| 6M | +68.8% | -10.6% | +79.4% | +70.4% |
| YTD | +6.7% | +9.4% | -2.7% | -4.8% |
| 1Y | +3.0% | +25.7% | -22.7% | -15.0% |
| 3Y | +48.6% | +148.5% | -99.9% | -18.1% |
| All | -9.3% | +187.3% | -196.5% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling