+897.8%
BAX vs WEC
+4,410.0%
-3,512.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.0% |
| 7D | +9.0% | +0.2% | +8.8% | +8.9% |
| 30D | +8.5% | +12.9% | -4.5% | +3.3% |
| 3M | -4.1% | +9.8% | -13.9% | -7.8% |
| 6M | +46.9% | +6.7% | +40.2% | +42.9% |
| YTD | +38.4% | +14.0% | +24.4% | +31.0% |
| 1Y | +47.0% | +7.3% | +39.7% | +42.3% |
| 3Y | -14.9% | +63.8% | -78.7% | -30.2% |
| 5Y | -62.5% | +54.8% | -117.3% | -68.8% |
| 10Y | -33.9% | +185.7% | -219.6% | -56.9% |
| All | +897.8% | +4,410.0% | -3,512.1% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling