+49.3%
WM vs PTC
+31.8%
+17.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | +16.1% | +0.8% | +15.2% | +16.0% |
| 3M | +8.0% | +39.6% | -31.5% | +4.2% |
| 6M | +8.4% | +41.5% | -33.1% | +4.1% |
| YTD | +11.2% | +11.7% | -0.5% | +9.7% |
| 1Y | +22.3% | +2.4% | +19.9% | +21.7% |
| All | +49.3% | +31.8% | +17.4% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling