+142.7%
WBD vs PCOR
-14.4%
+157.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | +0.8% |
| 7D | -1.8% | -9.0% | +7.2% | +0.7% |
| 30D | +8.8% | +4.2% | +4.6% | +7.2% |
| 3M | +4.6% | +14.4% | -9.8% | -0.1% |
| 6M | +1.1% | +0.2% | +0.9% | -1.0% |
| YTD | -2.0% | -20.3% | +18.3% | +4.0% |
| 1Y | +140.0% | -16.1% | +156.2% | +146.4% |
| All | +142.7% | -14.4% | +157.1% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling