-36.9%
BAX vs WCC
+506.2%
-543.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | -5.1% | +6.8% | -11.9% | -6.0% |
| 30D | -12.2% | -3.0% | -9.2% | -11.9% |
| 3M | +21.8% | +0.2% | +21.6% | +21.2% |
| 6M | +36.3% | +33.2% | +3.1% | +29.7% |
| YTD | +27.8% | +45.8% | -18.0% | +20.0% |
| 1Y | -0.1% | +68.4% | -68.4% | -8.6% |
| 3Y | -33.3% | +131.1% | -164.4% | -43.2% |
| 5Y | -67.1% | +225.6% | -292.7% | -73.9% |
| 10Y | -36.9% | +534.2% | -571.1% | -56.1% |
| All | -36.9% | +506.2% | -543.1% | -56.1% |
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