+284.7%
RNG vs WCC
+371.0%
-86.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -4.1% | +6.8% | -10.9% | -5.9% |
| 30D | +8.6% | -3.0% | +11.7% | +9.2% |
| 3M | +78.0% | +0.2% | +77.8% | +75.1% |
| 6M | +67.0% | +33.2% | +33.9% | +48.5% |
| YTD | +142.4% | +45.8% | +96.6% | +107.6% |
| 1Y | +120.4% | +68.4% | +52.1% | +79.5% |
| 3Y | +122.1% | +131.1% | -9.0% | +58.0% |
| 5Y | -69.8% | +225.6% | -295.5% | -80.4% |
| 10Y | +223.4% | +534.2% | -310.8% | +71.5% |
| All | +284.7% | +371.0% | -86.3% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling