-42.4%
WDC vs PCOR
+41.7%
-84.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | 0.0% | -17.4% | -17.4% |
| 7D | -32.3% | +23.7% | -56.0% | -27.0% |
| 30D | -34.9% | +39.0% | -73.9% | -27.2% |
| 3M | -48.4% | +35.8% | -84.2% | -42.7% |
| 6M | -42.4% | +38.2% | -80.7% | -22.1% |
| All | -42.4% | +41.7% | -84.1% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling