+237.7%
BAC vs WCN
+300.6%
-62.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +2.1% | +2.6% | -0.6% | +0.8% |
| 30D | -6.7% | +25.3% | -32.0% | -17.4% |
| 3M | -20.2% | +15.2% | -35.5% | -26.3% |
| 6M | -0.2% | +26.4% | -26.6% | -12.9% |
| YTD | -6.4% | +9.9% | -16.3% | -12.5% |
| 1Y | -3.1% | +16.2% | -19.3% | -12.4% |
| 3Y | +96.7% | +49.4% | +47.3% | +48.0% |
| 5Y | +21.3% | +46.2% | -24.9% | -9.7% |
| 10Y | +237.7% | +305.7% | -68.0% | +46.9% |
| All | +237.7% | +300.6% | -62.9% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling