+141.1%
WEC vs RBA
+182.6%
-41.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.3% |
| 7D | +0.8% | -1.1% | +1.9% | +0.9% |
| 30D | +0.3% | -13.2% | +13.6% | +2.1% |
| 3M | -2.9% | -21.4% | +18.4% | -0.1% |
| 6M | -5.9% | -20.9% | +15.0% | -3.4% |
| YTD | +4.1% | -19.9% | +24.0% | +6.5% |
| 1Y | +3.1% | -28.7% | +31.8% | +7.1% |
| 3Y | +40.8% | +27.4% | +13.4% | +33.2% |
| 5Y | +31.7% | +41.7% | -10.0% | +21.2% |
| 10Y | +141.1% | +189.6% | -48.5% | +88.4% |
| All | +141.1% | +182.6% | -41.5% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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