-34.4%
BAX vs WCN
+309.3%
-343.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | +6.3% | +25.3% | -19.0% | -5.2% |
| 3M | -4.6% | +15.4% | -20.0% | -11.4% |
| 6M | +50.4% | +27.8% | +22.5% | +32.4% |
| YTD | +38.0% | +10.6% | +27.5% | +30.7% |
| 1Y | +44.6% | +15.8% | +28.8% | +34.0% |
| 3Y | -15.1% | +50.3% | -65.4% | -31.5% |
| 5Y | -63.3% | +46.9% | -110.2% | -70.5% |
| 10Y | -34.4% | +318.8% | -353.2% | -66.3% |
| All | -34.4% | +309.3% | -343.7% | -66.3% |
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