-28.8%
WBD vs PCOR
-5.2%
-23.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +1.0% | +7.8% | -6.8% | -2.1% |
| 30D | +26.7% | +6.9% | +19.8% | +23.2% |
| 3M | +91.1% | +23.7% | +67.4% | +75.8% |
| 6M | +164.8% | +23.5% | +141.4% | +142.0% |
| YTD | +114.5% | +6.2% | +108.2% | +105.7% |
| 1Y | +141.9% | +11.9% | +130.1% | +128.4% |
| 3Y | +120.7% | +53.6% | +67.1% | +80.9% |
| All | -28.8% | -5.2% | -23.6% | -40.8% |
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 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