-3.5%
PTC vs WST
-15.6%
+12.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -6.0% |
| 7D | -10.3% | +0.7% | -11.0% | -10.3% |
| 30D | +1.1% | -3.1% | +4.3% | +1.5% |
| 3M | +1.6% | +7.2% | -5.6% | +0.7% |
| 6M | -13.5% | +36.8% | -50.3% | -16.7% |
| YTD | -19.1% | +23.8% | -42.9% | -21.3% |
| 1Y | -33.9% | +37.8% | -71.6% | -36.5% |
| All | -3.5% | -15.6% | +12.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 3y: compounded portfolio wealth divided by compounded WST 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…
3y analysis · Full analysis span regression · 6 months rolling