-47.7%
BBWI vs WCC
+431.3%
-479.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +2.3% |
| 7D | +0.1% | +9.9% | -9.8% | -4.5% |
| 30D | +12.9% | -8.4% | +21.3% | +15.9% |
| 3M | +16.0% | -10.3% | +26.3% | +19.1% |
| 6M | +16.6% | -10.5% | +27.1% | +18.1% |
| YTD | +9.7% | +32.2% | -22.4% | -9.9% |
| 1Y | +1.5% | +25.5% | -24.0% | -14.5% |
| 3Y | -21.4% | +134.7% | -156.0% | -55.5% |
| 5Y | -67.6% | +139.9% | -207.5% | -83.3% |
| All | -47.7% | +431.3% | -479.0% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling