+2,681.4%
WEC vs BWA
+2,612.1%
+69.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.7% | +7.3% | -8.0% | -1.4% |
| 30D | +11.0% | -15.8% | +26.8% | +12.8% |
| 3M | +8.6% | -25.7% | +34.4% | +11.7% |
| 6M | +6.2% | -19.6% | +25.8% | +8.0% |
| YTD | +14.3% | +14.1% | +0.2% | +11.4% |
| 1Y | +8.4% | +12.2% | -3.8% | +5.8% |
| 3Y | +62.9% | +63.8% | -1.0% | +51.3% |
| 5Y | +55.8% | +28.7% | +27.1% | +46.8% |
| 10Y | +193.2% | +95.8% | +97.4% | +153.0% |
| All | +2,681.4% | +2,612.1% | +69.3% | +1,691.8% |
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