+12.0%
WBD vs PTC
+200.2%
-188.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | -0.6% | -14.2% | +13.6% | +4.0% |
| 30D | +4.2% | -14.4% | +18.6% | +8.8% |
| 3M | +7.5% | -4.7% | +12.2% | +7.7% |
| 6M | +1.6% | -19.3% | +20.9% | +6.9% |
| YTD | -2.2% | -26.1% | +24.0% | +5.6% |
| 1Y | +124.9% | -37.1% | +161.9% | +155.5% |
| 3Y | +149.1% | -10.4% | +159.5% | +149.5% |
| 5Y | +7.8% | +2.5% | +5.4% | +2.8% |
| All | +12.0% | +200.2% | -188.2% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling