+501.2%
WEC vs BAH
+886.2%
-385.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.5% |
| 7D | -0.3% | -3.2% | +3.0% | +0.3% |
| 30D | -1.3% | +2.0% | -3.3% | -1.8% |
| 3M | -3.9% | -7.6% | +3.7% | -2.9% |
| 6M | -8.3% | -5.7% | -2.6% | -8.0% |
| YTD | +3.1% | -11.7% | +14.8% | +3.9% |
| 1Y | +1.9% | -27.4% | +29.3% | +6.3% |
| 3Y | +41.9% | -32.5% | +74.5% | +45.7% |
| 5Y | +30.8% | -3.3% | +34.1% | +21.8% |
| 10Y | +141.9% | +186.0% | -44.1% | +90.4% |
| All | +501.2% | +886.2% | -385.0% | +281.8% |
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