-14.9%
BAX vs WCC
+135.0%
-149.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.1% | -5.7% | +1.2% |
| 7D | +9.0% | -5.7% | +14.7% | +9.7% |
| 30D | +8.5% | -13.5% | +21.9% | +10.4% |
| 3M | -4.1% | -12.9% | +8.8% | -2.8% |
| 6M | +46.9% | -10.7% | +57.6% | +47.4% |
| YTD | +38.4% | +30.0% | +8.4% | +29.6% |
| 1Y | +47.0% | +24.7% | +22.3% | +38.3% |
| 3Y | -14.9% | +136.6% | -151.5% | -31.6% |
| All | -14.9% | +135.0% | -149.9% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling