+20.3%
WM vs PTC
+5.5%
+14.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.0% |
| 3M | +3.6% | +32.1% | -28.5% | +1.1% |
| 6M | +8.1% | +42.6% | -34.5% | +4.2% |
| YTD | +8.9% | +12.0% | -3.1% | +10.0% |
| 1Y | +20.3% | +12.2% | +8.2% | +21.2% |
| All | +20.3% | +5.5% | +14.8% | +21.2% |
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