+31.4%
WAT vs PCOR
-30.9%
+62.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.2% | -0.2% |
| 7D | -1.3% | -9.0% | +7.7% | +0.5% |
| 30D | +2.3% | +4.2% | -1.8% | +1.4% |
| 3M | +8.7% | +14.4% | -5.7% | +5.3% |
| 6M | +28.3% | +0.2% | +28.1% | +26.1% |
| YTD | +7.8% | -20.3% | +28.0% | +10.9% |
| 1Y | +36.6% | -16.1% | +52.7% | +38.2% |
| 3Y | +45.7% | -14.7% | +60.4% | +42.4% |
| 5Y | -3.3% | -43.2% | +39.8% | -8.3% |
| All | +31.4% | -30.9% | +62.4% | +25.8% |
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