+52.7%
WEC vs RNG
-71.9%
+124.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | -0.7% | +2.3% | -3.0% | -0.7% |
| 30D | +11.0% | -3.4% | +14.4% | +11.0% |
| 3M | +8.6% | +20.9% | -12.3% | +8.2% |
| 6M | +6.2% | +82.2% | -76.0% | +4.8% |
| YTD | +14.3% | +164.6% | -150.3% | +11.5% |
| 1Y | +8.4% | +177.0% | -168.6% | +5.6% |
| 3Y | +62.9% | +177.4% | -114.5% | +57.2% |
| All | +52.7% | -71.9% | +124.6% | +39.2% |
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