+134.2%
RBRK vs WEC
+38.8%
+95.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.6% |
| 7D | -7.5% | -0.6% | -6.9% | -7.8% |
| 30D | -10.4% | -2.6% | -7.8% | -11.6% |
| 3M | +21.3% | -6.0% | +27.3% | +17.8% |
| 6M | +50.6% | -5.4% | +56.1% | +47.8% |
| YTD | +13.3% | +2.5% | +10.8% | +14.6% |
| 1Y | +11.2% | -0.7% | +12.0% | +11.5% |
| All | +134.2% | +38.8% | +95.4% | +148.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling