+324.8%
WM vs PTC
+317.3%
+7.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +13.8% | +0.9% | +12.9% | +13.6% |
| 3M | +6.4% | +30.4% | -24.0% | +1.0% |
| 6M | +13.2% | +34.4% | -21.2% | +6.5% |
| YTD | +10.8% | +12.6% | -1.8% | +7.2% |
| 1Y | +20.2% | +10.2% | +10.0% | +16.7% |
| 3Y | +46.5% | +29.4% | +17.1% | +35.8% |
| 5Y | +61.3% | +63.7% | -2.5% | +40.7% |
| 10Y | +324.8% | +316.9% | +7.9% | +199.8% |
| All | +324.8% | +317.3% | +7.4% | +199.8% |
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