+63.9%
RBRK vs WEC
+9.7%
+54.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +4.1% |
| 7D | -12.5% | +6.9% | -19.4% | -7.5% |
| 30D | -3.0% | +16.6% | -19.6% | +10.2% |
| 3M | +46.9% | +9.1% | +37.9% | +58.3% |
| 6M | +105.4% | +3.2% | +102.2% | +113.6% |
| YTD | +55.6% | +14.9% | +40.7% | +77.5% |
| 1Y | +63.9% | +9.2% | +54.7% | +86.0% |
| All | +63.9% | +9.7% | +54.2% | +86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling