+87.4%
WM vs PCOR
-10.0%
+97.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.5% | +23.7% | -19.2% | +3.2% |
| 30D | +16.1% | +39.0% | -22.9% | +13.9% |
| 3M | +8.0% | +35.8% | -27.7% | +6.1% |
| 6M | +8.4% | +38.2% | -29.8% | +6.1% |
| YTD | +11.2% | +3.9% | +7.3% | +10.2% |
| 1Y | +22.3% | +5.7% | +16.6% | +21.0% |
| 3Y | +50.2% | +44.8% | +5.5% | +44.0% |
| 5Y | +63.3% | -19.8% | +83.1% | +57.4% |
| All | +87.4% | -10.0% | +97.4% | +81.5% |
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 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