+54.7%
WEC vs BWA
+30.2%
+24.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +1.4% | -2.4% | +3.8% | +1.5% |
| 30D | +12.8% | -17.7% | +30.5% | +14.1% |
| 3M | +11.2% | -27.0% | +38.2% | +13.3% |
| 6M | +6.6% | -17.3% | +23.9% | +7.3% |
| YTD | +13.8% | +12.9% | +1.0% | +10.9% |
| 1Y | +7.6% | +12.9% | -5.3% | +4.8% |
| 3Y | +62.2% | +62.1% | +0.1% | +50.7% |
| All | +54.7% | +30.2% | +24.5% | +44.7% |
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