+754.4%
WDC vs PCOR
+52.3%
+702.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -16.7% | +20.7% | -37.5% | -18.7% |
| 30D | -27.2% | +35.7% | -62.9% | -30.1% |
| 3M | -34.0% | +31.1% | -65.1% | -36.6% |
| 6M | -39.7% | +43.1% | -82.8% | -42.5% |
| YTD | +68.1% | +4.8% | +63.2% | +74.7% |
| 1Y | +66.3% | -3.7% | +70.0% | +79.1% |
| 3Y | +754.4% | +46.5% | +707.9% | +699.6% |
| All | +754.4% | +52.3% | +702.1% | +699.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling