-22.7%
BBWI vs WCC
+135.0%
-157.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.3% | -1.2% |
| 7D | -6.2% | -5.7% | -0.5% | -4.8% |
| 30D | +25.5% | -13.5% | +38.9% | +31.0% |
| 3M | +8.0% | -12.9% | +20.8% | +11.5% |
| 6M | +12.7% | -10.7% | +23.4% | +13.8% |
| YTD | +11.6% | +30.0% | -18.3% | -5.4% |
| 1Y | -0.9% | +24.7% | -25.6% | -14.5% |
| 3Y | -22.7% | +136.6% | -159.3% | -54.4% |
| All | -22.7% | +135.0% | -157.7% | -54.4% |
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