+127.7%
WBD vs PCOR
-19.9%
+147.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.3% |
| 7D | -0.7% | -6.9% | +6.2% | -0.4% |
| 30D | +5.0% | -1.5% | +6.5% | +5.0% |
| 3M | +6.2% | +18.5% | -12.3% | +5.6% |
| 6M | +0.6% | -4.7% | +5.3% | +1.8% |
| YTD | -2.4% | -22.8% | +20.3% | +3.8% |
| 1Y | +127.7% | -20.7% | +148.4% | +143.1% |
| All | +127.7% | -19.9% | +147.6% | +143.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling