+266.1%
WAB vs PCOR
-10.0%
+276.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -2.5% | +23.7% | -26.2% | -5.7% |
| 30D | -4.4% | +39.0% | -43.4% | -9.2% |
| 3M | -5.9% | +35.8% | -41.7% | -10.7% |
| 6M | +5.9% | +38.2% | -32.3% | -0.2% |
| YTD | +30.9% | +3.9% | +27.0% | +28.6% |
| 1Y | +35.8% | +5.7% | +30.1% | +32.8% |
| 3Y | +154.0% | +44.8% | +109.2% | +127.5% |
| 5Y | +203.9% | -19.8% | +223.7% | +177.7% |
| All | +266.1% | -10.0% | +276.1% | +233.3% |
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