+246.5%
BBY vs WCN
+235.9%
+10.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +0.6% | -3.1% | +3.7% | +2.3% |
| 30D | +9.4% | -3.4% | +12.8% | +11.4% |
| 3M | +19.3% | +3.0% | +16.4% | +17.1% |
| 6M | +47.9% | -3.8% | +51.7% | +49.6% |
| YTD | +39.6% | -8.3% | +47.9% | +44.5% |
| 1Y | +22.2% | -9.7% | +31.9% | +27.3% |
| 3Y | +45.0% | +17.2% | +27.8% | +25.3% |
| 5Y | +2.6% | +25.3% | -22.7% | -16.8% |
| All | +246.5% | +235.9% | +10.7% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling