+79.7%
WAT vs PCOR
+44.3%
+35.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -5.6% | +23.7% | -29.3% | -9.5% |
| 30D | +3.8% | +39.0% | -35.2% | -2.7% |
| 3M | +13.3% | +35.8% | -22.5% | +6.2% |
| 6M | +32.2% | +38.2% | -6.0% | +23.0% |
| YTD | +19.3% | +3.9% | +15.4% | +17.9% |
| 1Y | +21.8% | +5.7% | +16.1% | +19.4% |
| All | +79.7% | +44.3% | +35.4% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling