-26.6%
RKT vs WEC
+1.8%
-28.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | +1.4% | -1.3% | +2.7% | +1.7% |
| 3M | +6.3% | -3.9% | +10.2% | +7.2% |
| 6M | -15.5% | -8.3% | -7.1% | -12.1% |
| YTD | -27.4% | +3.1% | -30.4% | -28.1% |
| 1Y | -26.6% | +1.9% | -28.5% | -28.5% |
| All | -26.6% | +1.8% | -28.3% | -28.5% |
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