-33.1%
BAX vs WCN
+322.1%
-355.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +0.1% | +2.6% | -2.5% | -1.2% |
| 30D | +4.1% | +23.9% | -19.9% | -6.7% |
| 3M | -4.5% | +17.4% | -22.0% | -12.1% |
| 6M | +49.2% | +28.0% | +21.2% | +31.4% |
| YTD | +35.2% | +11.6% | +23.7% | +27.5% |
| 1Y | +38.3% | +16.9% | +21.4% | +27.5% |
| 3Y | -19.0% | +51.6% | -70.6% | -34.9% |
| 5Y | -64.2% | +48.0% | -112.1% | -71.3% |
| All | -33.1% | +322.1% | -355.2% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling