+418.2%
BBWI vs WCN
+6,839.3%
-6,421.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.2% |
| 7D | +1.5% | -0.6% | +2.1% | +1.7% |
| 30D | -5.2% | +0.4% | -5.6% | -5.3% |
| 3M | +11.1% | +7.3% | +3.8% | +8.9% |
| 6M | -13.4% | -2.5% | -10.9% | -12.9% |
| YTD | +0.1% | -5.4% | +5.5% | +1.3% |
| 1Y | -36.1% | -8.5% | -27.7% | -34.8% |
| 3Y | -44.1% | +20.8% | -64.9% | -47.6% |
| 5Y | -66.2% | +30.0% | -96.3% | -69.1% |
| 10Y | -54.8% | +238.4% | -293.2% | -67.0% |
| All | +418.2% | +6,839.3% | -6,421.2% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling