-35.6%
BAX vs WEC
+186.5%
-222.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +3.6% | +1.4% | +2.3% | +3.1% |
| 30D | +8.5% | +12.8% | -4.3% | +2.9% |
| 3M | -4.9% | +11.2% | -16.1% | -9.4% |
| 6M | +47.0% | +6.6% | +40.4% | +42.6% |
| YTD | +38.4% | +13.8% | +24.6% | +30.3% |
| 1Y | +49.1% | +7.6% | +41.5% | +43.7% |
| 3Y | -14.9% | +62.2% | -77.1% | -31.6% |
| 5Y | -63.1% | +52.0% | -115.1% | -69.8% |
| 10Y | -35.6% | +189.4% | -225.0% | -55.6% |
| All | -35.6% | +186.5% | -222.1% | -55.6% |
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