+8,871.4%
PTC vs WSM
+38,390.8%
-29,519.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.5% | +1.2% |
| 7D | +0.8% | -3.2% | +4.0% | +1.7% |
| 30D | +1.2% | +4.6% | -3.5% | -0.3% |
| 3M | +32.6% | +2.4% | +30.2% | +31.6% |
| 6M | +36.1% | +43.7% | -7.6% | +22.5% |
| YTD | +12.7% | +42.1% | -29.4% | +1.1% |
| 1Y | +10.2% | +32.3% | -22.1% | +0.7% |
| 3Y | +29.4% | +253.0% | -223.6% | -14.1% |
| 5Y | +61.1% | +161.3% | -100.2% | +11.5% |
| 10Y | +317.1% | +1,105.9% | -788.8% | +70.8% |
| All | +8,871.4% | +38,390.8% | -29,519.3% | +857.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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