+234.8%
WAT vs PTC
+326.2%
-91.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | +9.9% | +0.7% | +9.2% | +9.7% |
| 3M | +17.2% | +32.6% | -15.4% | +5.6% |
| 6M | +34.2% | +33.6% | +0.7% | +19.6% |
| YTD | +25.5% | +12.4% | +13.1% | +17.9% |
| 1Y | +28.3% | +11.2% | +17.0% | +20.9% |
| 3Y | +88.4% | +31.7% | +56.7% | +64.4% |
| 5Y | +36.1% | +60.1% | -23.9% | +9.5% |
| 10Y | +234.8% | +317.2% | -82.4% | +93.8% |
| All | +234.8% | +326.2% | -91.4% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling