+468.1%
BBWI vs WCN
+8,080.5%
-7,612.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +0.1% | +2.6% | -2.5% | -0.6% |
| 30D | +12.9% | +23.9% | -11.1% | +6.3% |
| 3M | +16.0% | +17.4% | -1.4% | +10.9% |
| 6M | +16.6% | +28.0% | -11.4% | +8.6% |
| YTD | +9.7% | +11.6% | -1.8% | +6.0% |
| 1Y | +1.5% | +16.9% | -15.4% | -3.2% |
| 3Y | -21.4% | +51.6% | -72.9% | -30.8% |
| 5Y | -67.6% | +48.0% | -115.5% | -71.3% |
| 10Y | -46.8% | +322.6% | -369.4% | -63.4% |
| All | +468.1% | +8,080.5% | -7,612.5% | +174.2% |
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