+4,021.5%
WEC vs RRX
+3,925.9%
+95.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | +0.8% | +4.3% | -3.5% | +0.3% |
| 30D | +0.3% | -8.0% | +8.4% | +1.2% |
| 3M | -2.9% | -22.0% | +19.1% | -0.8% |
| 6M | -5.9% | -11.9% | +6.0% | -5.6% |
| YTD | +4.1% | +17.1% | -12.9% | +0.9% |
| 1Y | +3.1% | +14.9% | -11.8% | -0.2% |
| 3Y | +40.8% | +6.9% | +33.9% | +34.3% |
| 5Y | +31.7% | +19.6% | +12.1% | +22.1% |
| 10Y | +141.1% | +215.9% | -74.8% | +92.1% |
| All | +4,021.5% | +3,925.9% | +95.6% | +2,642.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling