+2,473.0%
WEC vs RL
+1,476.5%
+996.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | -0.2% | -4.2% | +4.0% | +0.2% |
| 30D | +12.3% | +4.3% | +8.0% | +11.8% |
| 3M | +8.3% | -4.6% | +12.8% | +8.6% |
| 6M | +3.5% | +1.7% | +1.7% | +2.9% |
| YTD | +12.7% | +7.3% | +5.4% | +11.3% |
| 1Y | +8.2% | +20.8% | -12.6% | +5.5% |
| 3Y | +55.9% | +247.0% | -191.1% | +34.6% |
| 5Y | +51.2% | +225.5% | -174.2% | +29.6% |
| 10Y | +177.6% | +363.0% | -185.4% | +118.6% |
| All | +2,473.0% | +1,476.5% | +996.5% | +1,607.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling