+438.8%
WDC vs PCOR
-7.6%
+446.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.5% | -5.5% | -5.1% |
| 7D | +12.1% | +3.0% | +9.0% | +11.5% |
| 30D | -18.8% | +38.7% | -57.5% | -24.7% |
| 3M | -39.3% | +24.9% | -64.2% | -42.7% |
| 6M | -40.1% | +68.8% | -108.9% | -48.0% |
| YTD | +71.8% | +6.7% | +65.1% | +65.7% |
| 1Y | +88.5% | +3.0% | +85.5% | +83.9% |
| 3Y | +770.0% | +48.6% | +721.4% | +641.9% |
| 5Y | +549.0% | -12.7% | +561.7% | +456.2% |
| All | +438.8% | -7.6% | +446.4% | +372.4% |
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