+304.0%
WEC vs RNG
+305.9%
-1.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -5.3% | +78.0% | -83.3% | -7.2% |
| 6M | -6.6% | +67.0% | -73.6% | -8.4% |
| YTD | +3.3% | +142.4% | -139.2% | -0.3% |
| 1Y | +2.1% | +120.4% | -118.4% | -1.3% |
| 3Y | +39.6% | +122.1% | -82.5% | +33.7% |
| 5Y | +31.2% | -69.8% | +101.0% | +32.3% |
| 10Y | +148.4% | +223.4% | -75.0% | +130.2% |
| All | +304.0% | +305.9% | -1.8% | +274.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling