+94.0%
WFC vs PCOR
-14.6%
+108.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | +0.1% | +22.2% | -22.1% | -3.6% |
| 30D | +2.9% | +36.0% | -33.1% | -2.8% |
| 3M | -1.4% | +34.0% | -35.4% | -7.1% |
| 6M | +14.3% | +43.5% | -29.2% | +5.7% |
| YTD | -6.2% | +5.1% | -11.3% | -8.8% |
| 1Y | +1.6% | -3.9% | +5.5% | +0.7% |
| 3Y | +126.9% | +52.9% | +74.0% | +103.0% |
| 5Y | +94.0% | -18.7% | +112.6% | +76.6% |
| All | +94.0% | -14.6% | +108.5% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling