+15.0%
RRC vs WETO
-99.4%
+114.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -1.5% |
| 7D | -1.8% | -4.3% | +2.5% | -1.8% |
| 30D | +2.7% | -39.9% | +42.6% | +2.1% |
| 3M | +8.8% | -97.9% | +106.7% | +7.2% |
| 6M | -1.2% | -95.0% | +93.9% | -4.1% |
| YTD | +17.6% | -97.2% | +114.7% | +14.6% |
| 1Y | +18.4% | -98.9% | +117.3% | +16.7% |
| All | +15.0% | -99.4% | +114.4% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling