+21.7%
BDX vs WCC
+66.3%
-44.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.6% |
| 7D | -3.2% | +1.4% | -4.5% | -3.2% |
| 30D | -2.5% | -2.3% | -0.3% | -2.5% |
| 3M | +21.4% | +3.7% | +17.7% | +21.2% |
| 6M | +10.4% | +34.8% | -24.4% | +4.7% |
| YTD | +18.8% | +46.1% | -27.3% | +11.2% |
| 1Y | +21.7% | +62.7% | -41.1% | +13.3% |
| All | +21.7% | +66.3% | -44.6% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling