+185.6%
BAX vs WCN
+8,080.5%
-7,894.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +0.1% | +2.6% | -2.5% | -0.4% |
| 30D | +4.1% | +23.9% | -19.9% | -0.2% |
| 3M | -4.5% | +17.4% | -22.0% | -7.5% |
| 6M | +49.2% | +28.0% | +21.2% | +42.3% |
| YTD | +35.2% | +11.6% | +23.7% | +32.4% |
| 1Y | +38.3% | +16.9% | +21.4% | +34.2% |
| 3Y | -19.0% | +51.6% | -70.6% | -25.1% |
| 5Y | -64.2% | +48.0% | -112.1% | -66.8% |
| 10Y | -35.7% | +322.6% | -358.3% | -49.2% |
| All | +185.6% | +8,080.5% | -7,894.9% | +68.1% |
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 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