+31.7%
WEC vs BWA
+88.6%
-56.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.2% |
| 7D | +0.8% | +4.3% | -3.5% | +0.6% |
| 30D | +0.3% | -2.9% | +3.2% | +0.5% |
| 3M | -2.9% | -12.4% | +9.5% | -2.2% |
| 6M | -5.9% | +28.6% | -34.5% | -8.0% |
| YTD | +4.1% | +48.2% | -44.1% | +0.2% |
| 1Y | +3.1% | +50.9% | -47.8% | -1.1% |
| 3Y | +40.8% | +72.2% | -31.4% | +32.1% |
| 5Y | +31.7% | +91.1% | -59.4% | +21.8% |
| All | +31.7% | +88.6% | -56.9% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling