+26.8%
BA vs WEC
+190.8%
-164.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.4% | -0.5% | -0.8% | -1.2% |
| 30D | -7.9% | +12.0% | -19.9% | -11.7% |
| 3M | -25.2% | +11.1% | -36.2% | -28.1% |
| 6M | -26.7% | +6.0% | -32.7% | -28.5% |
| YTD | -19.6% | +14.3% | -33.9% | -23.9% |
| 1Y | -10.6% | +8.0% | -18.6% | -13.6% |
| 3Y | -11.2% | +62.8% | -74.1% | -28.2% |
| 5Y | -20.4% | +55.3% | -75.7% | -35.6% |
| 10Y | +26.8% | +193.2% | -166.4% | -4.1% |
| All | +26.8% | +190.8% | -164.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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