+305.6%
WM vs PTC
+224.0%
+81.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.2% |
| 7D | -0.3% | -10.3% | +10.0% | +1.5% |
| 30D | -2.4% | +1.1% | -3.5% | -2.7% |
| 3M | +0.4% | +1.6% | -1.2% | -0.3% |
| 6M | -9.5% | -13.5% | +4.0% | -7.7% |
| YTD | +0.5% | -19.1% | +19.6% | +3.5% |
| 1Y | -1.1% | -33.9% | +32.8% | +5.4% |
| 3Y | +46.0% | -3.9% | +49.9% | +43.0% |
| 5Y | +51.8% | +6.0% | +45.8% | +43.6% |
| All | +305.6% | +224.0% | +81.6% | +192.0% |
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