+298.2%
WBD vs PTC
+769.2%
-471.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +1.6% |
| 7D | -1.8% | -10.3% | +8.5% | +1.7% |
| 30D | +8.8% | +1.1% | +7.6% | +8.0% |
| 3M | +4.6% | +1.6% | +3.0% | +2.6% |
| 6M | +1.1% | -13.5% | +14.5% | +4.3% |
| YTD | -2.0% | -19.1% | +17.1% | +3.1% |
| 1Y | +140.0% | -33.9% | +173.9% | +170.3% |
| 3Y | +144.4% | -3.9% | +148.3% | +139.5% |
| 5Y | -0.2% | +6.0% | -6.2% | -6.4% |
| 10Y | +9.1% | +223.7% | -214.6% | -38.2% |
| All | +298.2% | +769.2% | -471.0% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling