+391.9%
BAC vs WCN
+235.2%
+156.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | -0.3% | -4.4% | +4.2% | +2.1% |
| 30D | -1.8% | -4.4% | +2.7% | +0.5% |
| 3M | +15.3% | +0.5% | +14.8% | +14.3% |
| 6M | +30.2% | -3.3% | +33.4% | +31.0% |
| YTD | +15.6% | -8.5% | +24.1% | +19.4% |
| 1Y | +27.5% | -8.9% | +36.4% | +31.6% |
| 3Y | +137.0% | +18.0% | +119.0% | +103.7% |
| 5Y | +75.6% | +25.0% | +50.5% | +41.8% |
| All | +391.9% | +235.2% | +156.6% | +144.3% |
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