-2.8%
WBD vs PCOR
-35.5%
+32.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.9% | +14.6% | +14.0% |
| 7D | +13.7% | -0.9% | +14.6% | +14.0% |
| 30D | +13.7% | -0.9% | +14.6% | +14.0% |
| 3M | +13.7% | -0.9% | +14.6% | +14.0% |
| 6M | +13.3% | -6.6% | +19.9% | +14.7% |
| YTD | +7.4% | -25.5% | +32.9% | +16.1% |
| 1Y | +63.0% | -25.5% | +88.4% | +75.0% |
| 3Y | +206.7% | -18.4% | +225.2% | +209.5% |
| 5Y | +18.4% | -41.7% | +60.1% | +8.8% |
| All | -2.8% | -35.5% | +32.7% | -9.9% |
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