+16.8%
RRC vs WETO
-99.4%
+116.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.7% | +0.3% |
| 7D | -1.2% | -19.9% | +18.7% | -1.2% |
| 30D | +3.0% | -42.7% | +45.6% | +2.4% |
| 3M | +7.3% | -97.7% | +105.0% | +5.6% |
| 6M | +3.6% | -94.4% | +98.0% | +0.5% |
| YTD | +19.4% | -97.0% | +116.4% | +16.3% |
| 1Y | +21.4% | -98.9% | +120.3% | +19.6% |
| All | +16.8% | -99.4% | +116.1% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling