+197.9%
WEC vs RL
+337.1%
-139.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +2.3% | +2.6% | -0.3% | +2.1% |
| 30D | +11.1% | +2.9% | +8.1% | +10.8% |
| 3M | +8.4% | 0.0% | +8.4% | +8.4% |
| 6M | +7.5% | +17.1% | -9.6% | +6.0% |
| YTD | +15.3% | +10.1% | +5.2% | +14.0% |
| 1Y | +9.7% | +17.3% | -7.6% | +7.9% |
| 3Y | +64.7% | +249.3% | -184.7% | +45.9% |
| 5Y | +57.3% | +240.9% | -183.6% | +37.8% |
| All | +197.9% | +337.1% | -139.2% | +146.3% |
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