+55.9%
WEC vs RBA
+42.3%
+13.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -2.0% |
| 7D | -0.2% | +4.3% | -4.4% | -0.5% |
| 30D | +12.3% | +16.3% | -4.0% | +11.0% |
| 3M | +8.3% | +1.3% | +6.9% | +8.0% |
| 6M | +3.5% | -11.1% | +14.5% | +4.1% |
| YTD | +12.7% | -8.5% | +21.2% | +12.8% |
| 1Y | +8.2% | -2.1% | +10.3% | +7.4% |
| 3Y | +55.9% | +44.6% | +11.3% | +49.7% |
| All | +55.9% | +42.3% | +13.6% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling