-9.7%
BAM vs WETO
-99.4%
+89.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.1% | +2.8% | -2.4% |
| 7D | -3.9% | -38.7% | +34.8% | -4.3% |
| 30D | -8.8% | -51.3% | +42.5% | -8.2% |
| 3M | +2.2% | -97.8% | +100.0% | +3.2% |
| 6M | +5.9% | -94.8% | +100.7% | +5.2% |
| YTD | -6.1% | -97.2% | +91.1% | -5.8% |
| 1Y | -11.6% | -98.9% | +87.3% | -9.9% |
| All | -9.7% | -99.4% | +89.7% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling