+6,346.6%
PTC vs WSM
+34,755.7%
-28,409.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.1% | -8.1% | -6.6% |
| 7D | -10.3% | -3.3% | -7.0% | -9.5% |
| 30D | +1.1% | -8.4% | +9.5% | +3.4% |
| 3M | +1.6% | +9.7% | -8.0% | -1.4% |
| 6M | -13.5% | +16.7% | -30.1% | -17.8% |
| YTD | -19.1% | +28.7% | -47.7% | -25.3% |
| 1Y | -33.9% | +13.7% | -47.5% | -37.1% |
| 3Y | -3.9% | +230.1% | -234.0% | -35.2% |
| 5Y | +6.0% | +179.0% | -172.9% | -28.1% |
| 10Y | +223.7% | +1,002.5% | -778.8% | +35.7% |
| All | +6,346.6% | +34,755.7% | -28,409.1% | +606.7% |
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