+428.1%
WDC vs PCOR
-9.0%
+437.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.5% | +8.4% | +9.6% |
| 7D | -14.4% | +22.2% | -36.6% | -18.3% |
| 30D | -27.1% | +36.0% | -63.1% | -32.1% |
| 3M | -33.3% | +34.0% | -67.3% | -38.0% |
| 6M | -39.6% | +43.5% | -83.1% | -45.3% |
| YTD | +68.4% | +5.1% | +63.3% | +62.9% |
| 1Y | +78.2% | -3.9% | +82.1% | +77.5% |
| 3Y | +772.0% | +52.9% | +719.1% | +636.6% |
| 5Y | +584.9% | -18.7% | +603.6% | +491.2% |
| All | +428.1% | -9.0% | +437.1% | +364.4% |
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