+1,019.7%
PTC vs WWD
+14,113.5%
-13,093.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -1.0% |
| 7D | -0.2% | +4.2% | -4.4% | -1.9% |
| 30D | +0.8% | -2.1% | +2.9% | +1.1% |
| 3M | +32.1% | -13.2% | +45.3% | +38.0% |
| 6M | +42.6% | -16.9% | +59.5% | +49.0% |
| YTD | +12.0% | +5.2% | +6.7% | +5.2% |
| 1Y | +12.2% | +20.6% | -8.4% | -0.4% |
| 3Y | +31.2% | +146.3% | -115.1% | -13.6% |
| 5Y | +54.9% | +171.3% | -116.4% | -3.6% |
| 10Y | +343.1% | +471.3% | -128.2% | +91.7% |
| All | +1,019.7% | +14,113.5% | -13,093.9% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling