+271.8%
WAB vs PCOR
-30.9%
+302.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.4% |
| 7D | -3.2% | -9.0% | +5.8% | -1.8% |
| 30D | -4.4% | +4.2% | -8.6% | -5.2% |
| 3M | +7.9% | +14.4% | -6.6% | +5.1% |
| 6M | +8.7% | +0.2% | +8.5% | +7.3% |
| YTD | +33.0% | -20.3% | +53.2% | +36.5% |
| 1Y | +46.7% | -16.1% | +62.8% | +48.4% |
| 3Y | +153.0% | -14.7% | +167.7% | +147.7% |
| 5Y | +222.3% | -43.2% | +265.4% | +209.5% |
| All | +271.8% | -30.9% | +302.8% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling