+238.7%
BAC vs WCN
+6,839.3%
-6,600.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | -0.4% | +0.4% | -0.8% | -0.6% |
| 3M | +16.9% | +7.3% | +9.6% | +13.9% |
| 6M | +26.6% | -2.5% | +29.1% | +26.8% |
| YTD | +15.8% | -5.4% | +21.2% | +16.9% |
| 1Y | +27.2% | -8.5% | +35.6% | +29.5% |
| 3Y | +132.4% | +20.8% | +111.6% | +114.9% |
| 5Y | +72.6% | +30.0% | +42.6% | +54.8% |
| 10Y | +389.7% | +238.4% | +151.3% | +230.8% |
| All | +238.7% | +6,839.3% | -6,600.6% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling