-66.9%
BAX vs WCN
+30.9%
-97.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.7% | -3.3% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | -9.7% | -2.1% | -7.6% | -8.9% |
| 3M | +29.3% | +6.4% | +22.9% | +25.9% |
| 6M | +40.7% | -3.7% | +44.3% | +42.3% |
| YTD | +30.3% | -6.4% | +36.6% | +33.6% |
| 1Y | +3.4% | -7.9% | +11.3% | +6.6% |
| 3Y | -32.0% | +20.8% | -52.8% | -35.5% |
| 5Y | -66.9% | +29.0% | -95.8% | -68.9% |
| All | -66.9% | +30.9% | -97.8% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling