+45.5%
WAT vs PCOR
-10.0%
+55.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -5.6% | +23.7% | -29.3% | -9.7% |
| 30D | +3.8% | +39.0% | -35.2% | -2.9% |
| 3M | +13.3% | +35.8% | -22.5% | +6.0% |
| 6M | +32.2% | +38.2% | -6.0% | +22.5% |
| YTD | +19.3% | +3.9% | +15.4% | +16.0% |
| 1Y | +21.8% | +5.7% | +16.1% | +17.7% |
| 3Y | +73.9% | +44.8% | +29.2% | +53.3% |
| 5Y | +32.1% | -19.8% | +51.8% | +18.1% |
| All | +45.5% | -10.0% | +55.5% | +31.5% |
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 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