-36.9%
BAX vs WEC
+141.2%
-178.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.5% |
| 7D | -5.1% | +0.4% | -5.5% | -5.3% |
| 30D | -12.2% | +0.9% | -13.1% | -12.6% |
| 3M | +21.8% | -5.3% | +27.1% | +24.6% |
| 6M | +36.3% | -6.6% | +42.9% | +40.1% |
| YTD | +27.8% | +3.3% | +24.5% | +25.7% |
| 1Y | -0.1% | +2.1% | -2.1% | -1.2% |
| 3Y | -33.3% | +39.6% | -72.9% | -42.8% |
| 5Y | -67.1% | +31.2% | -98.2% | -71.3% |
| 10Y | -36.9% | +148.4% | -185.3% | -54.7% |
| All | -36.9% | +141.2% | -178.1% | -54.7% |
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