-29.9%
BAX vs WCC
+131.2%
-161.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.4% |
| 7D | -1.1% | +4.5% | -5.6% | -1.9% |
| 30D | -5.5% | -5.8% | +0.3% | -4.6% |
| 3M | +33.5% | -3.7% | +37.2% | +33.6% |
| 6M | +35.9% | +23.1% | +12.8% | +29.6% |
| YTD | +35.4% | +44.2% | -8.8% | +26.1% |
| 1Y | +9.8% | +62.1% | -52.3% | -0.3% |
| All | -29.9% | +131.2% | -161.1% | -42.4% |
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