+860.9%
BDX vs WCC
+1,713.7%
-852.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -2.0% |
| 7D | -2.5% | +4.5% | -7.0% | -3.0% |
| 30D | +8.3% | -5.8% | +14.0% | +8.9% |
| 3M | +24.4% | -3.7% | +28.0% | +24.4% |
| 6M | +9.2% | +23.1% | -13.9% | +5.7% |
| YTD | +22.7% | +44.2% | -21.4% | +16.5% |
| 1Y | +25.9% | +62.1% | -36.2% | +17.7% |
| 3Y | -10.5% | +121.1% | -131.6% | -20.8% |
| 5Y | +1.9% | +214.0% | -212.0% | -15.0% |
| 10Y | +58.7% | +472.8% | -414.1% | +17.0% |
| All | +860.9% | +1,713.7% | -852.8% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling