+31.2%
WEC vs BIDU
-42.3%
+73.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.9% |
| 7D | +0.4% | -2.4% | +2.8% | +0.4% |
| 30D | +0.9% | -16.0% | +16.9% | +0.8% |
| 3M | -5.3% | -24.0% | +18.7% | -5.5% |
| 6M | -6.6% | -24.9% | +18.3% | -6.7% |
| YTD | +3.3% | -29.6% | +32.8% | +3.1% |
| 1Y | +2.1% | -15.2% | +17.2% | +1.9% |
| 3Y | +39.6% | -32.2% | +71.7% | +39.4% |
| 5Y | +31.2% | -43.8% | +74.9% | +27.5% |
| All | +31.2% | -42.3% | +73.4% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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