+2.1%
WEC vs BWA
+48.6%
-46.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.9% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +0.9% | -5.6% | +6.5% | +0.8% |
| 3M | -5.3% | -10.7% | +5.4% | -5.4% |
| 6M | -6.6% | +23.2% | -29.7% | -6.5% |
| YTD | +3.3% | +46.0% | -42.7% | +3.1% |
| 1Y | +2.1% | +51.2% | -49.1% | +2.3% |
| All | +2.1% | +48.6% | -46.6% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling