+427.1%
WDC vs PCOR
-9.2%
+436.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -16.7% | +20.7% | -37.5% | -20.3% |
| 30D | -27.2% | +35.7% | -62.9% | -32.2% |
| 3M | -34.0% | +31.1% | -65.1% | -38.4% |
| 6M | -39.7% | +43.1% | -82.8% | -45.4% |
| YTD | +68.1% | +4.8% | +63.2% | +62.6% |
| 1Y | +66.3% | -3.7% | +70.0% | +65.5% |
| 3Y | +754.4% | +46.5% | +707.9% | +630.3% |
| 5Y | +595.8% | -17.3% | +613.1% | +499.7% |
| All | +427.1% | -9.2% | +436.3% | +363.7% |
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