+142.0%
WEC vs RNG
+222.9%
-80.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.6% | -6.1% | +5.5% | -0.4% |
| 30D | -2.6% | +9.6% | -12.2% | -2.9% |
| 3M | -6.0% | +83.3% | -89.4% | -8.0% |
| 6M | -5.4% | +77.9% | -83.4% | -7.5% |
| YTD | +2.5% | +139.9% | -137.5% | -1.2% |
| 1Y | -0.7% | +121.7% | -122.4% | -4.1% |
| 3Y | +38.7% | +121.9% | -83.1% | +32.6% |
| 5Y | +31.7% | -68.4% | +100.0% | +33.0% |
| All | +142.0% | +222.9% | -80.8% | +128.8% |
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