+46.0%
WM vs PCOR
-14.4%
+60.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.0% | -1.1% |
| 7D | -0.3% | -9.0% | +8.7% | -0.1% |
| 30D | -2.4% | +4.2% | -6.5% | -2.5% |
| 3M | +0.4% | +14.4% | -14.0% | -0.2% |
| 6M | -9.5% | +0.2% | -9.7% | -9.8% |
| YTD | +0.5% | -20.3% | +20.8% | +0.6% |
| 1Y | -1.1% | -16.1% | +15.0% | -1.2% |
| All | +46.0% | -14.4% | +60.4% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling