+27.3%
WAT vs PTC
+0.1%
+27.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -1.9% | +0.1% | -2.1% | -2.0% |
| 30D | +6.2% | +1.5% | +4.7% | +6.1% |
| 3M | +18.1% | +37.8% | -19.7% | +13.8% |
| 6M | +54.9% | +41.2% | +13.7% | +49.2% |
| YTD | +23.1% | +12.0% | +11.1% | +24.3% |
| 1Y | +27.3% | +1.6% | +25.7% | +30.7% |
| All | +27.3% | +0.1% | +27.2% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling