-41.4%
PCOR vs WWD
+198.3%
-239.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.3% | -4.6% |
| 7D | -9.0% | +1.3% | -10.3% | -9.3% |
| 30D | +4.2% | -7.2% | +11.3% | +6.3% |
| 3M | +14.4% | -3.8% | +18.3% | +13.6% |
| 6M | +0.2% | -9.9% | +10.1% | +0.5% |
| YTD | -20.3% | +14.8% | -35.1% | -29.3% |
| 1Y | -16.1% | +42.1% | -58.2% | -33.8% |
| 3Y | -14.7% | +170.8% | -185.5% | -53.6% |
| All | -41.4% | +198.3% | -239.7% | -73.3% |
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