+142.0%
WEC vs RSG
+428.9%
-286.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -2.6% | +4.0% | -6.6% | -4.8% |
| 3M | -6.0% | +7.4% | -13.4% | -10.0% |
| 6M | -5.4% | +0.1% | -5.5% | -5.9% |
| YTD | +2.5% | +6.0% | -3.6% | -1.6% |
| 1Y | -0.7% | -3.0% | +2.3% | +0.2% |
| 3Y | +38.7% | +56.5% | -17.8% | +3.6% |
| 5Y | +31.7% | +90.9% | -59.3% | -14.2% |
| All | +142.0% | +428.9% | -286.9% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling