+38.7%
WEC vs RRX
+5.4%
+33.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | -0.6% | -0.3% | -0.2% | -0.6% |
| 30D | -2.6% | -6.1% | +3.5% | -2.5% |
| 3M | -6.0% | -23.1% | +17.0% | -5.7% |
| 6M | -5.4% | -19.5% | +14.1% | -5.3% |
| YTD | +2.5% | +16.1% | -13.6% | +2.1% |
| 1Y | -0.7% | +12.9% | -13.6% | -1.1% |
| 3Y | +38.7% | +7.9% | +30.8% | +40.0% |
| All | +38.7% | +5.4% | +33.4% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling