+284.8%
WAB vs PTC
+204.7%
+80.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +2.5% |
| 7D | +1.7% | -12.8% | +14.5% | +6.5% |
| 30D | -2.4% | -9.8% | +7.4% | +0.8% |
| 3M | +9.7% | -2.1% | +11.7% | +8.5% |
| 6M | +16.5% | -18.1% | +34.6% | +22.7% |
| YTD | +33.7% | -23.5% | +57.2% | +44.0% |
| 1Y | +49.7% | -37.4% | +87.0% | +74.3% |
| 3Y | +170.9% | -7.2% | +178.2% | +162.8% |
| 5Y | +228.0% | +2.7% | +225.4% | +198.4% |
| 10Y | +284.8% | +203.4% | +81.4% | +122.5% |
| All | +284.8% | +204.7% | +80.1% | +122.5% |
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