+51.2%
WAT vs PCOR
-7.7%
+58.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.3% |
| 7D | +0.7% | +2.5% | -1.8% | +0.2% |
| 30D | +9.0% | +37.9% | -28.9% | +2.1% |
| 3M | +13.5% | +32.0% | -18.5% | +6.8% |
| 6M | +35.3% | +54.7% | -19.4% | +22.6% |
| YTD | +24.0% | +6.6% | +17.4% | +20.0% |
| 1Y | +22.0% | -1.7% | +23.6% | +20.1% |
| 3Y | +84.0% | +49.0% | +35.0% | +61.3% |
| 5Y | +34.4% | -12.5% | +46.9% | +19.3% |
| All | +51.2% | -7.7% | +58.9% | +36.1% |
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