+8,817.5%
PTC vs WST
+14,518.0%
-5,700.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.5% |
| 7D | -0.2% | -3.1% | +2.9% | +1.0% |
| 30D | +0.8% | +9.1% | -8.3% | -3.0% |
| 3M | +32.1% | +14.7% | +17.4% | +24.8% |
| 6M | +42.6% | +28.0% | +14.6% | +28.1% |
| YTD | +12.0% | +45.6% | -33.7% | -6.0% |
| 1Y | +12.2% | +45.7% | -33.5% | -6.1% |
| 3Y | +31.2% | +21.1% | +10.1% | +4.1% |
| 5Y | +54.9% | +0.3% | +54.6% | +29.0% |
| 10Y | +343.1% | +449.0% | -105.9% | +46.6% |
| All | +8,817.5% | +14,518.0% | -5,700.5% | +591.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling