+69.3%
WM vs PCOR
-30.9%
+100.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.0% | -1.0% |
| 7D | -0.3% | -9.0% | +8.7% | +0.2% |
| 30D | -2.4% | +4.2% | -6.5% | -2.6% |
| 3M | +0.4% | +14.4% | -14.0% | -0.5% |
| 6M | -9.5% | +0.2% | -9.7% | -9.9% |
| YTD | +0.5% | -20.3% | +20.8% | +1.2% |
| 1Y | -1.1% | -16.1% | +15.0% | -0.9% |
| 3Y | +46.0% | -14.7% | +60.7% | +44.5% |
| 5Y | +51.8% | -43.2% | +95.0% | +48.7% |
| All | +69.3% | -30.9% | +100.3% | +66.6% |
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 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