+31.7%
WEC vs BAH
-2.8%
+34.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | +0.8% | -4.3% | +5.1% | +1.2% |
| 30D | +0.3% | -4.5% | +4.8% | +0.7% |
| 3M | -2.9% | -7.6% | +4.7% | -2.5% |
| 6M | -5.9% | -10.6% | +4.7% | -5.4% |
| YTD | +4.1% | -12.6% | +16.7% | +4.5% |
| 1Y | +3.1% | -27.0% | +30.1% | +5.5% |
| 3Y | +40.8% | -31.5% | +72.3% | +39.3% |
| 5Y | +31.7% | -3.8% | +35.5% | +20.0% |
| All | +31.7% | -2.8% | +34.5% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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