+44.9%
WAB vs PCOR
+4.0%
+40.9%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +19.7% | -18.6% | +2.6% |
| 7D | +4.5% | +21.8% | -17.3% | +6.2% |
| 30D | +1.1% | +39.5% | -38.5% | +4.0% |
| 3M | -1.3% | +35.2% | -36.5% | +1.6% |
| 6M | +12.7% | +21.7% | -9.0% | +17.8% |
| YTD | +38.7% | +3.9% | +34.7% | +48.1% |
| 1Y | +44.9% | +6.9% | +38.0% | +54.2% |
| All | +44.9% | +4.0% | +40.9% | +54.2% |
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