+44.9%
WEC vs PCOR
-10.3%
+55.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -0.2% | +22.7% | -22.9% | -0.3% |
| 30D | +12.3% | +37.5% | -25.2% | +12.1% |
| 3M | +8.3% | +35.2% | -26.9% | +8.0% |
| 6M | +3.5% | +42.2% | -38.8% | +3.2% |
| YTD | +12.7% | +3.6% | +9.2% | +12.8% |
| 1Y | +8.2% | -4.8% | +12.9% | +8.3% |
| 3Y | +55.9% | +48.3% | +7.5% | +53.9% |
| 5Y | +51.2% | -20.1% | +71.3% | +46.2% |
| All | +44.9% | -10.3% | +55.2% | +41.3% |
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