-58.9%
BBWI vs WCN
+235.2%
-294.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -0.8% |
| 7D | -8.0% | -4.4% | -3.6% | -5.6% |
| 30D | -6.6% | -4.4% | -2.2% | -4.0% |
| 3M | -2.7% | +0.5% | -3.2% | -3.1% |
| 6M | -12.8% | -3.3% | -9.5% | -11.6% |
| YTD | -10.5% | -8.5% | -2.0% | -6.7% |
| 1Y | -35.3% | -8.9% | -26.4% | -32.6% |
| 3Y | -47.7% | +18.0% | -65.8% | -55.3% |
| 5Y | -68.9% | +25.0% | -93.9% | -74.9% |
| All | -58.9% | +235.2% | -294.1% | -77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling