+5,214.4%
WPM vs PTC
+1,075.2%
+4,139.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.4% | -5.2% |
| 7D | +16.4% | +1.3% | +15.1% | +16.0% |
| 30D | -1.5% | +1.1% | -2.5% | -1.7% |
| 3M | +2.6% | +30.1% | -27.6% | -5.4% |
| 6M | -1.3% | +34.0% | -35.4% | -10.5% |
| YTD | +16.8% | +12.8% | +3.9% | +10.0% |
| 1Y | +34.1% | +10.7% | +23.4% | +27.0% |
| 3Y | +225.1% | +29.6% | +195.5% | +188.2% |
| 5Y | +234.5% | +63.5% | +170.9% | +172.4% |
| 10Y | +674.1% | +316.7% | +357.4% | +330.4% |
| All | +5,214.4% | +1,075.2% | +4,139.2% | +1,478.1% |
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