+28.1%
SW vs PCOR
+4.0%
+24.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +19.7% | -15.6% | +2.6% |
| 7D | +12.1% | +21.8% | -9.8% | +10.3% |
| 30D | +6.6% | +39.5% | -33.0% | +4.0% |
| 3M | -6.0% | +35.2% | -41.3% | -8.0% |
| 6M | +21.5% | +21.7% | -0.3% | +17.9% |
| YTD | +20.3% | +3.9% | +16.4% | +20.5% |
| 1Y | +28.1% | +6.9% | +21.2% | +27.5% |
| All | +28.1% | +4.0% | +24.1% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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