-22.2%
RKT vs WEC
+39.8%
-62.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | +2.1% | -0.3% | +2.4% | +2.3% |
| 30D | +1.4% | -1.3% | +2.7% | +2.1% |
| 3M | +6.3% | -3.9% | +10.2% | +8.3% |
| 6M | -15.5% | -8.3% | -7.1% | -11.6% |
| YTD | -27.4% | +3.1% | -30.4% | -29.0% |
| 1Y | -26.6% | +1.9% | -28.5% | -27.9% |
| 3Y | +41.2% | +41.9% | -0.7% | +12.6% |
| 5Y | -6.4% | +30.8% | -37.2% | -21.9% |
| All | -22.2% | +39.8% | -62.0% | -42.6% |
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