+946.4%
WEC vs BIDU
+1,407.1%
-460.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.9% |
| 7D | -0.3% | +2.4% | -2.7% | -0.4% |
| 30D | -1.3% | -10.5% | +9.2% | -0.9% |
| 3M | -3.9% | -26.2% | +22.3% | -2.8% |
| 6M | -8.3% | -16.4% | +8.1% | -7.9% |
| YTD | +3.1% | -23.9% | +26.9% | +3.8% |
| 1Y | +1.9% | +1.3% | +0.7% | +1.1% |
| 3Y | +41.9% | -32.1% | +74.0% | +42.4% |
| 5Y | +30.8% | -39.0% | +69.8% | +29.6% |
| 10Y | +141.9% | -44.0% | +186.0% | +132.9% |
| All | +946.4% | +1,407.1% | -460.7% | +680.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling