+200.8%
WMB vs PTC
+60.7%
+140.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +7.8% | +0.5% | +7.3% | +7.8% |
| 30D | -5.1% | +1.2% | -6.3% | -5.2% |
| 3M | -4.7% | +27.4% | -32.1% | -7.8% |
| 6M | -7.4% | +39.2% | -46.6% | -11.7% |
| YTD | +17.5% | +12.5% | +5.0% | +16.2% |
| 1Y | +19.5% | +12.3% | +7.2% | +18.2% |
| 3Y | +121.3% | +28.8% | +92.5% | +107.5% |
| All | +200.8% | +60.7% | +140.2% | +162.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling