+0.3%
WFC vs PCOR
-2.3%
+2.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +1.2% | +22.7% | -21.5% | +0.3% |
| 30D | +5.2% | +37.5% | -32.3% | +3.8% |
| 3M | -3.0% | +35.2% | -38.2% | -4.6% |
| 6M | +6.2% | +42.2% | -36.0% | +3.9% |
| YTD | -7.9% | +3.6% | -11.5% | -6.4% |
| 1Y | +0.3% | -4.8% | +5.0% | +5.5% |
| All | +0.3% | -2.3% | +2.5% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling