+231.8%
WAT vs PTC
+315.4%
-83.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | +3.4% | +1.3% | +2.1% | +3.0% |
| 30D | +9.6% | +1.1% | +8.5% | +9.3% |
| 3M | +15.5% | +30.1% | -14.7% | +4.7% |
| 6M | +33.9% | +34.0% | -0.1% | +19.2% |
| YTD | +25.2% | +12.8% | +12.4% | +17.5% |
| 1Y | +26.3% | +10.7% | +15.5% | +19.2% |
| 3Y | +85.8% | +29.6% | +56.2% | +63.1% |
| 5Y | +35.3% | +63.5% | -28.3% | +8.1% |
| 10Y | +231.8% | +316.7% | -84.9% | +92.2% |
| All | +231.8% | +315.4% | -83.6% | +92.2% |
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 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