-47.7%
BBWI vs WCN
+18.2%
-65.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.1% |
| 7D | -8.0% | -4.4% | -3.6% | -6.8% |
| 30D | -6.6% | -4.4% | -2.2% | -5.3% |
| 3M | -2.7% | +0.5% | -3.2% | -2.9% |
| 6M | -12.8% | -3.3% | -9.5% | -12.0% |
| YTD | -10.5% | -8.5% | -2.0% | -8.7% |
| 1Y | -35.3% | -8.9% | -26.4% | -34.0% |
| All | -47.7% | +18.2% | -65.8% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling