+2,434.7%
WEC vs BWA
+3,424.3%
-989.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.2% |
| 7D | +0.8% | +4.3% | -3.5% | +0.4% |
| 30D | +0.3% | -2.9% | +3.2% | +0.6% |
| 3M | -2.9% | -12.4% | +9.5% | -1.8% |
| 6M | -5.9% | +28.6% | -34.5% | -8.8% |
| YTD | +4.1% | +48.2% | -44.1% | -0.9% |
| 1Y | +3.1% | +50.9% | -47.8% | -2.2% |
| 3Y | +40.8% | +72.2% | -31.4% | +30.3% |
| 5Y | +31.7% | +91.1% | -59.4% | +19.2% |
| 10Y | +141.1% | +144.0% | -2.9% | +103.9% |
| All | +2,434.7% | +3,424.3% | -989.6% | +1,492.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling