+32.7%
WEC vs RNG
-69.9%
+102.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.8% |
| 7D | +0.4% | -4.1% | +4.4% | +0.5% |
| 30D | +0.9% | +8.6% | -7.7% | +0.7% |
| 3M | -5.3% | +78.0% | -83.3% | -6.4% |
| 6M | -6.6% | +67.0% | -73.6% | -7.6% |
| YTD | +3.3% | +142.4% | -139.2% | +1.0% |
| 1Y | +2.1% | +120.4% | -118.4% | 0.0% |
| 3Y | +39.6% | +122.1% | -82.5% | +35.5% |
| All | +32.7% | -69.9% | +102.5% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling