+46.9%
WAT vs PCOR
-10.3%
+57.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.1% | +22.7% | -23.8% | -5.2% |
| 30D | +5.0% | +37.5% | -32.5% | -1.6% |
| 3M | +14.5% | +35.2% | -20.7% | +7.2% |
| 6M | +30.9% | +42.2% | -11.3% | +20.6% |
| YTD | +20.5% | +3.6% | +16.9% | +17.2% |
| 1Y | +23.3% | -4.8% | +28.0% | +22.2% |
| 3Y | +81.5% | +48.3% | +33.1% | +59.1% |
| 5Y | +33.4% | -20.1% | +53.5% | +19.4% |
| All | +46.9% | -10.3% | +57.2% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling