+4,103.0%
WAB vs PTC
+560.6%
+3,542.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +1.4% | -0.2% | +1.7% | +1.5% |
| 30D | +0.4% | +0.8% | -0.4% | +0.3% |
| 3M | -3.8% | +32.1% | -36.0% | -10.5% |
| 6M | +5.1% | +42.6% | -37.5% | -4.8% |
| YTD | +33.3% | +12.0% | +21.3% | +26.7% |
| 1Y | +39.8% | +12.2% | +27.7% | +32.8% |
| 3Y | +161.1% | +31.2% | +129.8% | +138.0% |
| 5Y | +209.5% | +54.9% | +154.6% | +170.5% |
| 10Y | +293.8% | +343.1% | -49.3% | +172.2% |
| All | +4,103.0% | +560.6% | +3,542.5% | +1,694.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling