+166.6%
WAT vs PTC
+206.2%
-39.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | +0.2% |
| 7D | -0.7% | -12.8% | +12.1% | +3.7% |
| 30D | -1.0% | -9.8% | +8.8% | +2.2% |
| 3M | +10.9% | -2.1% | +13.0% | +10.4% |
| 6M | +33.2% | -18.1% | +51.3% | +40.5% |
| YTD | +6.1% | -23.5% | +29.6% | +14.1% |
| 1Y | +30.2% | -37.4% | +67.6% | +49.9% |
| 3Y | +52.9% | -7.2% | +60.1% | +50.7% |
| 5Y | -5.1% | +2.7% | -7.8% | -11.3% |
| All | +166.6% | +206.2% | -39.6% | +61.9% |
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