+192.4%
BAX vs WCN
+7,961.2%
-7,768.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +3.6% | +2.6% | +1.0% | +3.2% |
| 30D | +8.5% | +25.3% | -16.8% | +3.9% |
| 3M | -4.9% | +15.2% | -20.1% | -7.5% |
| 6M | +47.0% | +26.4% | +20.6% | +40.4% |
| YTD | +38.4% | +9.9% | +28.5% | +35.9% |
| 1Y | +49.1% | +16.2% | +33.0% | +44.9% |
| 3Y | -14.9% | +49.4% | -64.3% | -21.0% |
| 5Y | -63.1% | +46.2% | -109.3% | -65.8% |
| 10Y | -35.6% | +305.7% | -341.3% | -48.8% |
| All | +192.4% | +7,961.2% | -7,768.8% | +72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling