+330.8%
WM vs PTC
+313.0%
+17.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +1.2% | +0.8% | +0.3% | +1.0% |
| 30D | +15.2% | +1.2% | +14.1% | +15.0% |
| 3M | +8.3% | +32.6% | -24.3% | +2.5% |
| 6M | +13.1% | +36.1% | -22.9% | +6.2% |
| YTD | +12.5% | +12.7% | -0.1% | +8.9% |
| 1Y | +21.8% | +10.2% | +11.6% | +18.3% |
| 3Y | +48.8% | +29.4% | +19.3% | +37.9% |
| 5Y | +62.1% | +61.1% | +1.0% | +41.8% |
| All | +330.8% | +313.0% | +17.8% | +204.3% |
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 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