+380.7%
WDC vs PCOR
-10.3%
+391.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -28.0% | +22.7% | -50.7% | -31.4% |
| 30D | -34.9% | +37.5% | -72.4% | -39.6% |
| 3M | -41.6% | +35.2% | -76.8% | -45.9% |
| 6M | -45.4% | +42.2% | -87.6% | -50.5% |
| YTD | +53.3% | +3.6% | +49.7% | +48.7% |
| 1Y | +61.5% | -4.8% | +66.3% | +61.1% |
| 3Y | +712.3% | +48.3% | +664.0% | +590.0% |
| 5Y | +524.2% | -20.1% | +544.3% | +440.5% |
| All | +380.7% | -10.3% | +391.0% | +323.9% |
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