+3,978.4%
WEC vs BN
+15,251.3%
-11,272.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.3% | -2.5% | +2.2% | +0.2% |
| 30D | -1.3% | -9.5% | +8.2% | +0.4% |
| 3M | -3.9% | -10.4% | +6.5% | -2.2% |
| 6M | -8.3% | -6.4% | -2.0% | -7.6% |
| YTD | +3.1% | -11.9% | +14.9% | +4.7% |
| 1Y | +1.9% | -8.6% | +10.6% | +2.7% |
| 3Y | +41.9% | +77.6% | -35.6% | +24.7% |
| 5Y | +30.8% | +37.0% | -6.3% | +18.6% |
| 10Y | +141.9% | +266.4% | -124.5% | +81.5% |
| All | +3,978.4% | +15,251.3% | -11,272.9% | +2,133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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