-33.9%
BAX vs WEC
+178.6%
-212.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | +9.0% | +0.2% | +8.8% | +8.9% |
| 30D | +8.5% | +12.9% | -4.5% | +2.8% |
| 3M | -4.1% | +9.8% | -13.9% | -8.2% |
| 6M | +46.9% | +6.7% | +40.2% | +42.5% |
| YTD | +38.4% | +14.0% | +24.4% | +30.2% |
| 1Y | +47.0% | +7.3% | +39.7% | +41.9% |
| 3Y | -14.9% | +63.8% | -78.7% | -31.9% |
| 5Y | -62.5% | +54.8% | -117.3% | -69.5% |
| 10Y | -33.9% | +185.7% | -219.6% | -53.4% |
| All | -33.9% | +178.6% | -212.5% | -53.4% |
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