+875.9%
BAX vs WEC
+3,978.4%
-3,102.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -1.1% | -0.3% | -0.9% | -1.1% |
| 30D | -5.5% | -1.3% | -4.2% | -5.1% |
| 3M | +33.5% | -3.9% | +37.5% | +35.5% |
| 6M | +35.9% | -8.3% | +44.2% | +40.3% |
| YTD | +35.4% | +3.1% | +32.3% | +33.5% |
| 1Y | +9.8% | +1.9% | +7.8% | +8.7% |
| 3Y | -32.7% | +41.9% | -74.6% | -41.7% |
| 5Y | -65.6% | +30.8% | -96.3% | -69.4% |
| 10Y | -34.9% | +141.9% | -176.8% | -54.8% |
| All | +875.9% | +3,978.4% | -3,102.5% | +128.5% |
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