+928.6%
WDC vs PCOR
-43.0%
+971.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.3% | +10.1% | +6.8% |
| 7D | +1.7% | -9.0% | +10.7% | +3.8% |
| 30D | -10.0% | +4.2% | -14.1% | -11.3% |
| 3M | -18.8% | +14.4% | -33.2% | -22.2% |
| 6M | +79.0% | +0.2% | +78.9% | +74.5% |
| YTD | +171.6% | -20.3% | +191.8% | +181.1% |
| 1Y | +417.4% | -16.1% | +433.5% | +423.0% |
| 3Y | +1,251.8% | -14.7% | +1,266.5% | +1,215.3% |
| All | +928.6% | -43.0% | +971.6% | +868.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling