+197.9%
WEC vs RNG
+234.5%
-36.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | +2.3% | +4.6% | -2.3% | +2.2% |
| 30D | +11.1% | +0.4% | +10.6% | +11.0% |
| 3M | +8.4% | +11.4% | -3.0% | +8.0% |
| 6M | +7.5% | +95.7% | -88.2% | +4.8% |
| YTD | +15.3% | +162.9% | -147.5% | +10.8% |
| 1Y | +9.7% | +180.3% | -170.5% | +5.1% |
| 3Y | +64.7% | +188.3% | -123.7% | +55.7% |
| 5Y | +57.3% | -72.5% | +129.8% | +60.6% |
| All | +197.9% | +234.5% | -36.6% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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