+12,001.8%
WAT vs PTC
+369.3%
+11,632.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +5.0% | +0.8% | +4.2% | +4.8% |
| 3M | +14.5% | +32.1% | -17.6% | +6.9% |
| 6M | +30.9% | +42.6% | -11.7% | +19.5% |
| YTD | +20.5% | +12.0% | +8.5% | +15.3% |
| 1Y | +23.3% | +12.2% | +11.1% | +17.9% |
| 3Y | +81.5% | +31.2% | +50.3% | +66.9% |
| 5Y | +33.4% | +54.9% | -21.5% | +17.9% |
| 10Y | +231.5% | +343.1% | -111.6% | +130.4% |
| All | +12,001.8% | +369.3% | +11,632.5% | +5,946.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling