+152.8%
BB vs WCC
+134.5%
+18.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -1.7% |
| 7D | +1.8% | +9.9% | -8.1% | -2.1% |
| 30D | +8.1% | -8.4% | +16.6% | +11.6% |
| 3M | -1.0% | -10.3% | +9.3% | +2.9% |
| 6M | +45.9% | -10.5% | +56.4% | +51.0% |
| YTD | +134.8% | +32.2% | +102.7% | +104.5% |
| 1Y | +104.6% | +25.5% | +79.1% | +81.4% |
| 3Y | +152.8% | +134.7% | +18.1% | +39.0% |
| All | +152.8% | +134.5% | +18.4% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling