+185.7%
WEC vs RBA
+236.6%
-50.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.8% |
| 7D | +0.2% | +2.5% | -2.3% | -0.1% |
| 30D | +12.9% | +11.6% | +1.4% | +11.3% |
| 3M | +9.8% | +1.5% | +8.3% | +9.4% |
| 6M | +6.7% | -6.6% | +13.4% | +7.2% |
| YTD | +14.0% | -6.3% | +20.2% | +14.0% |
| 1Y | +7.3% | -4.0% | +11.3% | +7.0% |
| 3Y | +63.8% | +47.3% | +16.5% | +52.1% |
| 5Y | +54.8% | +47.7% | +7.1% | +42.1% |
| 10Y | +185.7% | +224.7% | -39.0% | +126.3% |
| All | +185.7% | +236.6% | -50.8% | +126.3% |
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