-33.9%
PTC vs WWD
+41.9%
-75.8%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.1% | -5.9% |
| 7D | -10.3% | +1.3% | -11.6% | -10.1% |
| 30D | +1.1% | -7.2% | +8.3% | +0.5% |
| 3M | +1.6% | -3.8% | +5.4% | +0.9% |
| 6M | -13.5% | -9.9% | -3.6% | -14.0% |
| YTD | -19.1% | +14.8% | -33.9% | -21.8% |
| 1Y | -33.9% | +42.1% | -75.9% | -39.5% |
| All | -33.9% | +41.9% | -75.8% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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