+20.8%
WM vs PTC
+0.1%
+20.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.6% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +15.4% | +1.5% | +13.9% | +15.3% |
| 3M | +6.3% | +37.8% | -31.4% | +3.2% |
| 6M | +5.6% | +41.2% | -35.7% | +2.0% |
| YTD | +9.9% | +12.0% | -2.1% | +10.2% |
| 1Y | +20.8% | +1.6% | +19.2% | +23.1% |
| All | +20.8% | +0.1% | +20.7% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling