+15.8%
BBWI vs WCN
+26.1%
-10.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | 0.0% |
| 7D | -7.7% | +0.4% | -8.2% | -7.9% |
| 30D | +24.8% | +25.3% | -0.6% | +13.4% |
| 3M | +16.2% | +15.4% | +0.8% | +7.4% |
| 6M | +15.8% | +27.8% | -12.0% | +15.1% |
| All | +15.8% | +26.1% | -10.3% | +15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling