+1,064.4%
BAC vs WEC
+4,360.7%
-3,296.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.2% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -7.7% | +12.3% | -20.0% | -12.4% |
| 3M | -21.2% | +8.3% | -29.4% | -24.0% |
| 6M | -6.8% | +3.5% | -10.3% | -8.6% |
| YTD | -8.7% | +12.7% | -21.4% | -14.1% |
| 1Y | -5.3% | +8.2% | -13.5% | -9.3% |
| 3Y | +87.4% | +55.9% | +31.6% | +50.5% |
| 5Y | +18.9% | +51.2% | -32.3% | -5.0% |
| 10Y | +273.3% | +177.6% | +95.7% | +111.8% |
| All | +1,064.4% | +4,360.7% | -3,296.3% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling