+336.3%
WBD vs PTC
+1,085.0%
-748.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.3% | +8.0% | +26.3% | +31.4% |
| 7D | +34.3% | +8.0% | +26.3% | +31.4% |
| 30D | +34.3% | +8.0% | +26.3% | +31.4% |
| 3M | +34.3% | +8.0% | +26.3% | +31.4% |
| 6M | +34.3% | +8.0% | +26.3% | +31.4% |
| YTD | +34.3% | +8.0% | +26.3% | +31.4% |
| 1Y | +63.0% | -5.3% | +68.3% | +66.7% |
| 3Y | +206.7% | +37.5% | +169.2% | +173.4% |
| 5Y | +18.4% | +60.4% | -42.0% | -0.7% |
| 10Y | +11.8% | +319.0% | -307.2% | -40.4% |
| All | +336.3% | +1,085.0% | -748.7% | +35.9% |
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