+29,154.7%
WM vs PTC
+8,796.0%
+20,358.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.9% |
| 3M | +8.0% | +39.6% | -31.5% | +3.3% |
| 6M | +8.4% | +41.5% | -33.1% | +3.2% |
| YTD | +11.2% | +11.7% | -0.5% | +8.6% |
| 1Y | +22.3% | +2.4% | +19.9% | +20.5% |
| 3Y | +50.2% | +31.9% | +18.3% | +42.7% |
| 5Y | +63.3% | +54.5% | +8.8% | +51.0% |
| 10Y | +355.0% | +342.1% | +13.0% | +265.0% |
| All | +29,154.7% | +8,796.0% | +20,358.7% | +12,352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling