+54.1%
WEC vs RL
+239.2%
-185.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +2.3% | +2.6% | -0.3% | +2.2% |
| 30D | +11.1% | +2.9% | +8.1% | +10.9% |
| 3M | +8.4% | 0.0% | +8.4% | +8.4% |
| 6M | +7.5% | +17.1% | -9.6% | +6.7% |
| YTD | +15.3% | +10.1% | +5.2% | +14.6% |
| 1Y | +9.7% | +17.3% | -7.6% | +8.8% |
| 3Y | +64.7% | +249.3% | -184.7% | +52.1% |
| All | +54.1% | +239.2% | -185.0% | +41.9% |
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