-35.5%
RBLX vs WEC
+48.6%
-84.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.6% |
| 7D | +10.2% | +0.8% | +9.4% | +10.3% |
| 30D | +18.6% | +0.3% | +18.3% | +18.6% |
| 3M | +6.0% | -2.9% | +8.9% | +5.7% |
| 6M | -29.5% | -5.9% | -23.5% | -29.7% |
| YTD | -44.7% | +4.1% | -48.8% | -44.7% |
| 1Y | -65.1% | +3.1% | -68.2% | -65.0% |
| 3Y | +54.5% | +40.8% | +13.7% | +57.2% |
| 5Y | -46.3% | +31.7% | -78.0% | -45.9% |
| All | -35.5% | +48.6% | -84.1% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling