+126.9%
WFC vs PCOR
+43.2%
+83.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | +0.1% | +22.2% | -22.1% | -4.0% |
| 30D | +2.9% | +36.0% | -33.1% | -3.5% |
| 3M | -1.4% | +34.0% | -35.4% | -7.8% |
| 6M | +14.3% | +43.5% | -29.2% | +4.7% |
| YTD | -6.2% | +5.1% | -11.3% | -7.7% |
| 1Y | +1.6% | -3.9% | +5.5% | +2.7% |
| 3Y | +126.9% | +52.9% | +74.0% | +89.9% |
| All | +126.9% | +43.2% | +83.7% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling