-65.8%
BAX vs WEC
+31.0%
-96.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -1.1% | -0.3% | -0.9% | -1.0% |
| 30D | -5.5% | -1.3% | -4.2% | -5.0% |
| 3M | +33.5% | -3.9% | +37.5% | +35.8% |
| 6M | +35.9% | -8.3% | +44.2% | +40.9% |
| YTD | +35.4% | +3.1% | +32.3% | +33.3% |
| 1Y | +9.8% | +1.9% | +7.8% | +8.7% |
| 3Y | -32.7% | +41.9% | -74.6% | -42.6% |
| All | -65.8% | +31.0% | -96.8% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling