-68.8%
BBWI vs WCN
+27.0%
-95.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -5.8% |
| 7D | -4.4% | -1.7% | -2.7% | -3.7% |
| 30D | -7.4% | -3.0% | -4.4% | -6.1% |
| 3M | -2.2% | +2.5% | -4.8% | -3.3% |
| 6M | -16.3% | -5.7% | -10.6% | -14.5% |
| YTD | -9.1% | -7.4% | -1.7% | -6.7% |
| 1Y | -34.5% | -8.6% | -25.9% | -32.5% |
| 3Y | -47.0% | +19.4% | -66.3% | -53.5% |
| 5Y | -68.8% | +27.2% | -96.0% | -74.8% |
| All | -68.8% | +27.0% | -95.9% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling