-2.6%
BDX vs WCC
+211.6%
-214.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.4% | -1.5% |
| 7D | -5.4% | +1.7% | -7.1% | -5.6% |
| 30D | -2.2% | -6.1% | +3.9% | -1.5% |
| 3M | +20.1% | +3.1% | +17.0% | +19.0% |
| 6M | +9.1% | +28.2% | -19.2% | +4.1% |
| YTD | +17.9% | +41.1% | -23.2% | +10.7% |
| 1Y | +22.1% | +61.3% | -39.2% | +12.1% |
| 3Y | -10.5% | +123.6% | -134.2% | -23.5% |
| 5Y | -2.6% | +214.8% | -217.4% | -20.2% |
| All | -2.6% | +211.6% | -214.2% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling