+83.5%
WM vs PCOR
-10.3%
+93.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | +1.2% | +22.7% | -21.5% | 0.0% |
| 30D | +13.1% | +37.5% | -24.4% | +11.1% |
| 3M | +3.6% | +35.2% | -31.6% | +1.8% |
| 6M | +8.1% | +42.2% | -34.2% | +5.6% |
| YTD | +8.9% | +3.6% | +5.3% | +7.9% |
| 1Y | +20.3% | -4.8% | +25.1% | +19.8% |
| 3Y | +46.2% | +48.3% | -2.2% | +39.9% |
| 5Y | +59.9% | -20.1% | +80.0% | +54.2% |
| All | +83.5% | -10.3% | +93.8% | +77.7% |
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