-10.6%
BAM vs WETO
-99.4%
+88.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.5% | 0.0% |
| 7D | -6.6% | -4.3% | -2.3% | -6.6% |
| 30D | -12.4% | -39.9% | +27.5% | -11.8% |
| 3M | +2.4% | -97.9% | +100.3% | +3.4% |
| 6M | +7.9% | -95.0% | +103.0% | +7.3% |
| YTD | -7.0% | -97.2% | +90.1% | -6.6% |
| 1Y | -13.4% | -98.9% | +85.5% | -11.8% |
| All | -10.6% | -99.4% | +88.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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