-10.6%
BAM vs WETO
-99.4%
+88.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -0.9% |
| 7D | -6.1% | -19.9% | +13.8% | -6.2% |
| 30D | -13.8% | -42.7% | +28.8% | -13.2% |
| 3M | +4.4% | -97.7% | +102.1% | +5.5% |
| 6M | +6.4% | -94.4% | +100.8% | +5.7% |
| YTD | -7.1% | -97.0% | +89.9% | -6.6% |
| 1Y | -11.8% | -98.9% | +87.0% | -10.1% |
| 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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling