+50.5%
WPM vs PTC
-39.6%
+90.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.3% | +1.0% |
| 7D | +3.9% | -13.6% | +17.4% | +3.8% |
| 30D | +17.7% | -14.7% | +32.3% | +17.5% |
| 3M | +39.4% | -5.9% | +45.3% | +39.2% |
| 6M | +6.4% | -21.1% | +27.6% | +7.9% |
| YTD | +34.0% | -26.0% | +60.0% | +38.7% |
| 1Y | +50.5% | -36.8% | +87.3% | +62.7% |
| All | +50.5% | -39.6% | +90.1% | +62.7% |
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