+264.5%
WMB vs PTC
+334.9%
-70.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -13.8% | -0.2% | -13.6% | -13.8% |
| 30D | -10.3% | +0.8% | -11.1% | -10.5% |
| 3M | -10.1% | +32.1% | -42.2% | -17.1% |
| 6M | -11.8% | +42.6% | -54.5% | -21.1% |
| YTD | +8.9% | +12.0% | -3.0% | +3.8% |
| 1Y | +14.0% | +12.2% | +1.8% | +8.5% |
| 3Y | +100.5% | +31.2% | +69.3% | +77.4% |
| 5Y | +179.5% | +54.9% | +124.6% | +129.2% |
| All | +264.5% | +334.9% | -70.5% | +108.3% |
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