+167.9%
WAT vs PTC
+196.2%
-28.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.5% |
| 7D | -1.8% | -13.6% | +11.8% | +2.9% |
| 30D | -1.7% | -14.7% | +13.0% | +3.3% |
| 3M | +9.1% | -5.9% | +15.0% | +10.0% |
| 6M | +32.4% | -21.1% | +53.6% | +41.4% |
| YTD | +6.6% | -26.0% | +32.6% | +15.9% |
| 1Y | +34.7% | -36.8% | +71.5% | +54.4% |
| 3Y | +53.6% | -10.3% | +63.9% | +53.0% |
| 5Y | -4.1% | +1.2% | -5.3% | -9.9% |
| 10Y | +167.9% | +198.3% | -30.4% | +64.4% |
| All | +167.9% | +196.2% | -28.3% | +64.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling