+20.3%
WM vs PCOR
-2.3%
+22.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | +1.2% | +22.7% | -21.5% | +0.1% |
| 30D | +13.1% | +37.5% | -24.4% | +11.4% |
| 3M | +3.6% | +35.2% | -31.6% | +2.1% |
| 6M | +8.1% | +42.2% | -34.2% | +5.7% |
| YTD | +8.9% | +3.6% | +5.3% | +7.1% |
| 1Y | +20.3% | -4.8% | +25.1% | +17.7% |
| All | +20.3% | -2.3% | +22.6% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling