+874.4%
BAX vs WEC
+4,360.7%
-3,486.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.3% |
| 7D | +12.1% | -0.2% | +12.3% | +12.2% |
| 30D | +7.6% | +12.3% | -4.7% | +2.7% |
| 3M | -4.5% | +8.3% | -12.7% | -7.7% |
| 6M | +52.0% | +3.5% | +48.6% | +49.5% |
| YTD | +35.1% | +12.7% | +22.4% | +28.5% |
| 1Y | +43.7% | +8.2% | +35.5% | +38.7% |
| 3Y | -20.9% | +55.9% | -76.8% | -33.9% |
| 5Y | -63.5% | +51.2% | -114.8% | -69.4% |
| 10Y | -36.0% | +177.6% | -213.6% | -57.8% |
| All | +874.4% | +4,360.7% | -3,486.3% | +119.8% |
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 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