+4,410.0%
WEC vs BBWI
+1,165.5%
+3,244.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | +0.2% | -6.2% | +6.4% | +0.7% |
| 30D | +12.9% | +25.5% | -12.6% | +10.8% |
| 3M | +9.8% | +8.0% | +1.8% | +8.8% |
| 6M | +6.7% | +12.7% | -5.9% | +5.1% |
| YTD | +14.0% | +11.6% | +2.3% | +11.8% |
| 1Y | +7.3% | -0.9% | +8.2% | +5.9% |
| 3Y | +63.8% | -22.7% | +86.5% | +61.6% |
| 5Y | +54.8% | -67.2% | +121.9% | +61.2% |
| 10Y | +185.7% | -43.7% | +229.4% | +160.8% |
| All | +4,410.0% | +1,165.5% | +3,244.5% | +2,682.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling