+85.2%
WM vs PCOR
-10.0%
+95.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +19.7% | -18.0% | +0.6% |
| 7D | +5.9% | +21.8% | -15.9% | +4.7% |
| 30D | +15.4% | +39.5% | -24.1% | +13.3% |
| 3M | +6.3% | +35.2% | -28.9% | +4.4% |
| 6M | +5.6% | +21.7% | -16.2% | +4.0% |
| YTD | +9.9% | +3.9% | +6.0% | +8.9% |
| 1Y | +20.8% | +6.9% | +13.9% | +19.4% |
| 3Y | +48.5% | +44.8% | +3.7% | +42.4% |
| 5Y | +60.6% | -21.9% | +82.5% | +55.0% |
| All | +85.2% | -10.0% | +95.2% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling