+3,978.4%
WEC vs RRC
+1,202.2%
+2,776.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -0.3% | +1.3% | -1.6% | -0.3% |
| 30D | -1.3% | +10.1% | -11.4% | -1.7% |
| 3M | -3.9% | +4.0% | -7.9% | -4.1% |
| 6M | -8.3% | +1.6% | -9.9% | -8.4% |
| YTD | +3.1% | +19.7% | -16.6% | +2.2% |
| 1Y | +1.9% | +21.4% | -19.5% | +1.0% |
| 3Y | +41.9% | +29.7% | +12.3% | +39.6% |
| 5Y | +30.8% | +153.9% | -123.1% | +24.1% |
| 10Y | +141.9% | +10.8% | +131.1% | +127.0% |
| All | +3,978.4% | +1,202.2% | +2,776.2% | +3,399.4% |
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