+54.5%
WEC vs RL
+226.8%
-172.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | -0.2% | -4.2% | +4.0% | 0.0% |
| 30D | +12.3% | +4.3% | +8.0% | +12.1% |
| 3M | +8.3% | -4.6% | +12.8% | +8.4% |
| 6M | +3.5% | +1.7% | +1.7% | +3.2% |
| YTD | +12.7% | +7.3% | +5.4% | +12.1% |
| 1Y | +8.2% | +20.8% | -12.6% | +7.1% |
| 3Y | +55.9% | +247.0% | -191.1% | +44.0% |
| All | +54.5% | +226.8% | -172.3% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling