+285.3%
WAB vs PTC
+326.2%
-40.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.0% |
| 7D | +4.0% | +0.8% | +3.2% | +3.7% |
| 30D | +4.5% | +0.7% | +3.7% | +4.2% |
| 3M | +2.3% | +32.6% | -30.3% | -8.8% |
| 6M | +12.5% | +33.6% | -21.1% | -1.3% |
| YTD | +40.2% | +12.4% | +27.8% | +30.3% |
| 1Y | +45.2% | +11.2% | +34.0% | +35.5% |
| 3Y | +171.8% | +31.7% | +140.1% | +131.0% |
| 5Y | +217.6% | +60.1% | +157.5% | +144.3% |
| 10Y | +285.3% | +317.2% | -31.9% | +112.5% |
| All | +285.3% | +326.2% | -40.9% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling