+215.0%
RNG vs WCC
+541.6%
-326.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.2% |
| 7D | -6.1% | +1.5% | -7.6% | -6.6% |
| 30D | +9.6% | -2.1% | +11.7% | +9.8% |
| 3M | +83.3% | +3.8% | +79.5% | +78.7% |
| 6M | +77.9% | +35.0% | +43.0% | +57.9% |
| YTD | +139.9% | +46.4% | +93.6% | +105.9% |
| 1Y | +121.7% | +63.0% | +58.7% | +83.1% |
| 3Y | +121.9% | +133.9% | -12.1% | +58.5% |
| 5Y | -68.4% | +226.5% | -294.9% | -79.1% |
| All | +215.0% | +541.6% | -326.7% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling