+241.1%
BBWI vs WCC
+1,713.7%
-1,472.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.9% | -1.0% | +1.6% |
| 7D | +1.5% | +4.5% | -3.0% | +0.1% |
| 30D | -5.2% | -5.8% | +0.6% | -3.6% |
| 3M | +11.1% | -3.7% | +14.8% | +11.3% |
| 6M | -13.4% | +23.1% | -36.4% | -20.5% |
| YTD | +0.1% | +44.2% | -44.1% | -13.1% |
| 1Y | -36.1% | +62.1% | -98.2% | -47.0% |
| 3Y | -44.1% | +121.1% | -165.2% | -59.4% |
| 5Y | -66.2% | +214.0% | -280.2% | -78.8% |
| 10Y | -54.8% | +472.8% | -527.6% | -78.2% |
| All | +241.1% | +1,713.7% | -1,472.7% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling