+751.7%
WDC vs PCOR
-30.9%
+782.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.3% | +10.1% | +6.8% |
| 7D | +1.7% | -9.0% | +10.7% | +3.7% |
| 30D | -10.0% | +4.2% | -14.1% | -11.2% |
| 3M | -18.8% | +14.4% | -33.2% | -22.0% |
| 6M | +79.0% | +0.2% | +78.9% | +74.7% |
| YTD | +171.6% | -20.3% | +191.8% | +180.6% |
| 1Y | +417.4% | -16.1% | +433.5% | +422.8% |
| 3Y | +1,251.8% | -14.7% | +1,266.5% | +1,219.1% |
| 5Y | +911.7% | -43.2% | +954.8% | +832.0% |
| All | +751.7% | -30.9% | +782.6% | +699.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling