+564.0%
WEC vs BAH
+1,084.3%
-520.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | +12.8% | +18.2% | -5.4% | +9.4% |
| 3M | +11.2% | +13.1% | -1.8% | +8.5% |
| 6M | +6.6% | +15.2% | -8.6% | +3.2% |
| YTD | +13.8% | +6.0% | +7.8% | +10.9% |
| 1Y | +7.6% | +3.1% | +4.5% | +5.2% |
| 3Y | +62.2% | -26.2% | +88.4% | +64.6% |
| 5Y | +52.0% | +9.3% | +42.6% | +38.9% |
| 10Y | +189.4% | +212.3% | -22.9% | +123.0% |
| All | +564.0% | +1,084.3% | -520.3% | +307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling