+467.2%
WDC vs PCOR
-8.1%
+475.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +16.3% | +2.2% | +14.1% | +15.8% |
| 30D | -18.3% | +37.4% | -55.7% | -24.0% |
| 3M | -31.4% | +33.2% | -64.6% | -36.2% |
| 6M | -36.3% | +60.6% | -96.9% | -43.9% |
| YTD | +80.8% | +6.2% | +74.7% | +74.6% |
| 1Y | +87.7% | -1.1% | +88.8% | +85.5% |
| 3Y | +819.4% | +48.4% | +771.0% | +684.1% |
| 5Y | +583.2% | -13.1% | +596.3% | +486.1% |
| All | +467.2% | -8.1% | +475.2% | +397.8% |
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