+185.7%
WEC vs PTC
+326.2%
-140.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +0.2% | +0.8% | -0.6% | +0.2% |
| 30D | +12.9% | +0.7% | +12.2% | +12.9% |
| 3M | +9.8% | +32.6% | -22.8% | +7.3% |
| 6M | +6.7% | +33.6% | -26.8% | +4.0% |
| YTD | +14.0% | +12.4% | +1.5% | +12.6% |
| 1Y | +7.3% | +11.2% | -3.9% | +6.1% |
| 3Y | +63.8% | +31.7% | +32.1% | +57.9% |
| 5Y | +54.8% | +60.1% | -5.3% | +45.1% |
| 10Y | +185.7% | +317.2% | -131.5% | +136.6% |
| All | +185.7% | +326.2% | -140.5% | +136.6% |
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