+31.7%
WEC vs BBWI
-66.8%
+98.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.2% |
| 7D | +0.8% | +1.6% | -0.7% | +0.8% |
| 30D | +0.3% | -6.2% | +6.6% | +0.5% |
| 3M | -2.9% | +4.3% | -7.3% | -3.1% |
| 6M | -5.9% | -7.2% | +1.2% | -5.9% |
| YTD | +4.1% | -3.0% | +7.2% | +4.0% |
| 1Y | +3.1% | -30.8% | +33.9% | +3.9% |
| 3Y | +40.8% | -43.4% | +84.2% | +41.6% |
| 5Y | +31.7% | -66.7% | +98.4% | +28.6% |
| All | +31.7% | -66.8% | +98.5% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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