+189.4%
WEC vs RL
+369.1%
-179.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +1.4% | +1.3% | +0.1% | +1.3% |
| 30D | +12.8% | +7.6% | +5.2% | +12.1% |
| 3M | +11.2% | -1.5% | +12.7% | +11.2% |
| 6M | +6.6% | +12.1% | -5.5% | +5.5% |
| YTD | +13.8% | +13.9% | -0.1% | +12.3% |
| 1Y | +7.6% | +20.7% | -13.0% | +5.7% |
| 3Y | +62.2% | +260.6% | -198.3% | +43.4% |
| 5Y | +52.0% | +248.9% | -196.9% | +33.1% |
| 10Y | +189.4% | +355.9% | -166.5% | +131.2% |
| All | +189.4% | +369.1% | -179.7% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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