+336.4%
WM vs PTC
+334.9%
+1.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +13.1% | +0.8% | +12.3% | +12.9% |
| 3M | +3.6% | +32.1% | -28.5% | -1.9% |
| 6M | +8.1% | +42.6% | -34.5% | +0.5% |
| YTD | +8.9% | +12.0% | -3.1% | +5.5% |
| 1Y | +20.3% | +12.2% | +8.2% | +16.5% |
| 3Y | +46.2% | +31.2% | +14.9% | +35.1% |
| 5Y | +59.9% | +54.9% | +5.0% | +40.9% |
| All | +336.4% | +334.9% | +1.5% | +206.0% |
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