+197.9%
WEC vs PTC
+312.5%
-114.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.3% | +0.5% | +1.8% | +2.3% |
| 30D | +11.1% | +1.2% | +9.8% | +11.0% |
| 3M | +8.4% | +27.4% | -18.9% | +6.3% |
| 6M | +7.5% | +39.2% | -31.7% | +4.4% |
| YTD | +15.3% | +12.5% | +2.8% | +13.9% |
| 1Y | +9.7% | +12.3% | -2.5% | +8.4% |
| 3Y | +64.7% | +28.8% | +35.8% | +59.0% |
| 5Y | +57.3% | +60.9% | -3.6% | +47.4% |
| All | +197.9% | +312.5% | -114.6% | +147.4% |
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