-7.2%
RKT vs WEC
+34.9%
-42.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.4% |
| 7D | +6.0% | +0.8% | +5.2% | +5.5% |
| 30D | +0.7% | +0.3% | +0.3% | +0.3% |
| 3M | +11.8% | -2.9% | +14.7% | +13.3% |
| 6M | -7.6% | -5.9% | -1.7% | -4.7% |
| YTD | -28.7% | +4.1% | -32.8% | -30.8% |
| 1Y | -32.6% | +3.1% | -35.7% | -34.3% |
| 3Y | +42.1% | +40.8% | +1.3% | +11.7% |
| 5Y | -7.2% | +31.7% | -38.9% | -27.1% |
| All | -7.2% | +34.9% | -42.0% | -27.1% |
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