-36.9%
BAX vs WCN
+235.4%
-272.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | -5.1% | -1.7% | -3.4% | -4.3% |
| 30D | -12.2% | -3.0% | -9.2% | -10.8% |
| 3M | +21.8% | +2.5% | +19.3% | +20.1% |
| 6M | +36.3% | -5.7% | +42.0% | +39.6% |
| YTD | +27.8% | -7.4% | +35.3% | +32.7% |
| 1Y | -0.1% | -8.6% | +8.6% | +4.3% |
| 3Y | -33.3% | +19.4% | -52.7% | -39.6% |
| 5Y | -67.1% | +27.2% | -94.3% | -71.6% |
| 10Y | -36.9% | +238.5% | -275.4% | -64.1% |
| All | -36.9% | +235.4% | -272.3% | -64.1% |
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