+81.5%
WAT vs PTC
+32.2%
+49.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | +5.0% | +0.8% | +4.2% | +4.8% |
| 3M | +14.5% | +32.1% | -17.6% | +6.2% |
| 6M | +30.9% | +42.6% | -11.7% | +17.9% |
| YTD | +20.5% | +12.0% | +8.5% | +18.5% |
| 1Y | +23.3% | +12.2% | +11.1% | +21.1% |
| 3Y | +81.5% | +31.2% | +50.3% | +49.8% |
| All | +81.5% | +32.2% | +49.3% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling