+4,404.6%
WEC vs RRC
+1,491.2%
+2,913.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -4.9% | -0.3% |
| 7D | +1.4% | -5.2% | +6.6% | +1.6% |
| 30D | +12.8% | +25.2% | -12.4% | +11.7% |
| 3M | +11.2% | +27.4% | -16.2% | +10.1% |
| 6M | +6.6% | +27.0% | -20.4% | +5.5% |
| YTD | +13.8% | +46.3% | -32.5% | +11.9% |
| 1Y | +7.6% | +37.1% | -29.5% | +6.1% |
| 3Y | +62.2% | +60.2% | +2.0% | +58.2% |
| 5Y | +52.0% | +136.6% | -84.7% | +44.7% |
| 10Y | +189.4% | +68.8% | +120.6% | +166.8% |
| All | +4,404.6% | +1,491.2% | +2,913.3% | +3,731.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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