-67.4%
BBWI vs WCN
+46.9%
-114.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.1% |
| 7D | -7.7% | +0.4% | -8.2% | -7.9% |
| 30D | +24.8% | +25.3% | -0.6% | +13.2% |
| 3M | +16.2% | +15.4% | +0.8% | +9.2% |
| 6M | +15.8% | +27.8% | -12.0% | +3.8% |
| YTD | +11.4% | +10.6% | +0.9% | +5.9% |
| 1Y | +3.2% | +15.8% | -12.6% | -4.0% |
| 3Y | -23.5% | +50.3% | -73.8% | -39.8% |
| 5Y | -67.4% | +46.9% | -114.3% | -75.0% |
| All | -67.4% | +46.9% | -114.3% | -75.0% |
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