-48.9%
RBLX vs WEC
+30.3%
-79.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | +8.1% | -1.3% | +9.4% | +8.1% |
| 30D | +23.9% | -0.4% | +24.3% | +23.9% |
| 3M | +8.1% | -6.8% | +14.9% | +8.2% |
| 6M | -23.7% | -6.4% | -17.3% | -23.7% |
| YTD | -44.6% | +2.5% | -47.1% | -44.9% |
| 1Y | -66.2% | -0.4% | -65.8% | -66.3% |
| 3Y | +54.7% | +38.5% | +16.2% | +50.4% |
| 5Y | -48.9% | +31.7% | -80.6% | -48.3% |
| All | -48.9% | +30.3% | -79.2% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 5y: compounded portfolio wealth divided by compounded WEC 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…
5y analysis · Full analysis span regression · 6 months rolling