+227.9%
WAB vs PTC
+6.0%
+221.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.8% | +2.6% |
| 7D | -3.2% | -10.3% | +7.1% | 0.0% |
| 30D | -4.4% | +1.1% | -5.6% | -5.1% |
| 3M | +7.9% | +1.6% | +6.3% | +6.2% |
| 6M | +8.7% | -13.5% | +22.2% | +13.2% |
| YTD | +33.0% | -19.1% | +52.0% | +41.7% |
| 1Y | +46.7% | -33.9% | +80.5% | +69.9% |
| 3Y | +153.0% | -3.9% | +156.9% | +140.2% |
| All | +227.9% | +6.0% | +221.8% | +186.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling