+21,627.1%
WSM vs PTEN
+1,927.4%
+19,699.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.1% |
| 7D | +2.6% | -1.0% | +3.6% | +2.7% |
| 30D | -9.5% | +29.3% | -38.8% | -13.7% |
| 3M | +12.9% | +7.2% | +5.7% | +10.3% |
| 6M | +23.0% | +43.5% | -20.5% | +13.0% |
| YTD | +28.9% | +113.2% | -84.3% | +10.2% |
| 1Y | +13.7% | +135.1% | -121.4% | -5.1% |
| 3Y | +232.6% | -4.8% | +237.5% | +216.4% |
| 5Y | +185.9% | +94.6% | +91.2% | +128.6% |
| 10Y | +998.6% | -24.2% | +1,022.8% | +751.0% |
| All | +21,627.1% | +1,927.4% | +19,699.7% | +9,483.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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