+231.4%
WAT vs PTC
+317.3%
-85.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +9.0% | +0.9% | +8.1% | +8.7% |
| 3M | +13.5% | +30.4% | -16.9% | +2.8% |
| 6M | +35.3% | +34.4% | +0.9% | +20.3% |
| YTD | +24.0% | +12.6% | +11.4% | +16.4% |
| 1Y | +22.0% | +10.2% | +11.8% | +15.3% |
| 3Y | +84.0% | +29.4% | +54.6% | +61.6% |
| 5Y | +34.4% | +63.7% | -29.4% | +7.3% |
| 10Y | +231.4% | +316.9% | -85.5% | +92.3% |
| All | +231.4% | +317.3% | -85.9% | +92.3% |
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