Captain Darren Sammy was left unfulfilled despite their 18-run win over Bangladesh in the one-off Twenty20 International in Dhaka.
Beaten two-three in the preceding ODI series, Monday's triumph came as little consolation for the tourists, who endured a shoddy stretch of form from opener Chris Gayle.
The hard-hitting left-hander managed a mere 78 runs in six innings across the six-match limited-overs leg of the tour, which also brought two Tests.
"We won the same amount of series as we did last year so we haven't achieved what we set out to do. Bangladesh played really well, especially in the ODIs. We are disappointed losing the ODI series," said Sammy.
"They managed to keep Gayle quiet throughout the series, something that not many teams have done in his career. They executed well against him. It is up to the individual to go back and think about his game. Chris will come back as he is a world-class player."
Monday's success was built on the back of Man-of-the-Match Marlon Samuels' swashbuckling 85 not out, which powered the Windies to an impressive total of 197 for four.
The Tigers' reply later amounted to an insufficient 179 for one, with opener Tamim Iqbal's unbeaten, 88-run blitz and vice-captain Mohammad Mahmudullah's brisk 64 not out in vain.
"The way Marlon was playing that innings, it was great. We have guys who can be match-winners for us every day. It is good to see Marlon do well. He has been brilliant for us," added Sammy.
"We expected them to come hard at us. You have to go hard all the time when the run-rate is 10 an over. Although they only lost one wicket, they were short by 18 runs. I wanted to win and end the year in a good note."