-35.6%
BAX vs WCC
+460.5%
-496.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +3.6% | -9.9% | +13.6% | +5.0% |
| 30D | +8.5% | -13.4% | +21.9% | +10.3% |
| 3M | -4.9% | -13.5% | +8.6% | -3.6% |
| 6M | +47.0% | -10.6% | +57.6% | +47.6% |
| YTD | +38.4% | +30.1% | +8.4% | +31.3% |
| 1Y | +49.1% | +22.3% | +26.8% | +42.6% |
| 3Y | -14.9% | +130.3% | -145.2% | -27.7% |
| 5Y | -63.1% | +144.5% | -207.6% | -69.7% |
| 10Y | -35.6% | +431.8% | -467.4% | -52.0% |
| All | -35.6% | +460.5% | -496.1% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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