+185.9%
BAX vs WCN
+6,839.3%
-6,653.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -5.5% | +0.4% | -5.9% | -5.5% |
| 3M | +33.5% | +7.3% | +26.2% | +31.8% |
| 6M | +35.9% | -2.5% | +38.4% | +36.3% |
| YTD | +35.4% | -5.4% | +40.7% | +36.8% |
| 1Y | +9.8% | -8.5% | +18.2% | +11.6% |
| 3Y | -32.7% | +20.8% | -53.5% | -35.0% |
| 5Y | -65.6% | +30.0% | -95.6% | -67.3% |
| 10Y | -34.9% | +238.4% | -273.3% | -46.5% |
| All | +185.9% | +6,839.3% | -6,653.5% | +73.7% |
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