+167.4%
WAB vs PTC
+29.1%
+138.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +5.1% | +0.5% | +4.6% | +5.0% |
| 30D | +4.0% | +1.2% | +2.8% | +3.8% |
| 3M | +0.1% | +27.4% | -27.3% | -3.7% |
| 6M | +12.8% | +39.2% | -26.4% | +6.8% |
| YTD | +40.1% | +12.5% | +27.6% | +42.0% |
| 1Y | +46.4% | +12.3% | +34.1% | +48.5% |
| 3Y | +167.4% | +28.8% | +138.5% | +138.3% |
| All | +167.4% | +29.1% | +138.3% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling