-16.7%
WBD vs PCOR
+12.2%
-28.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.8% | +4.4% |
| 7D | +13.1% | +3.1% | +10.1% | +12.8% |
| 30D | +2.5% | +1.3% | +1.1% | +2.2% |
| 3M | -9.2% | -4.0% | -5.2% | -9.8% |
| All | -16.7% | +12.2% | -28.9% | -16.2% |
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 · Available span rolling