+91.7%
BKNG vs WEC
+30.6%
+61.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -10.7% | -1.3% | -9.4% | -10.6% |
| 30D | -18.1% | -0.4% | -17.7% | -18.1% |
| 3M | +8.5% | -6.8% | +15.3% | +8.8% |
| 6M | -0.1% | -6.4% | +6.3% | +0.2% |
| YTD | -18.2% | +2.5% | -20.7% | -18.6% |
| 1Y | -19.9% | -0.4% | -19.5% | -20.1% |
| 3Y | +41.6% | +38.5% | +3.1% | +37.8% |
| All | +91.7% | +30.6% | +61.0% | +87.7% |
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