+1,040.8%
BDX vs WCC
+1,563.0%
-522.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.3% |
| 7D | +2.9% | +9.9% | -7.0% | +1.8% |
| 30D | +15.4% | -8.4% | +23.9% | +16.1% |
| 3M | +20.5% | -10.3% | +30.9% | +21.3% |
| 6M | +53.2% | -10.5% | +63.7% | +53.5% |
| YTD | +45.7% | +32.2% | +13.5% | +39.0% |
| 1Y | +47.3% | +25.5% | +21.7% | +41.3% |
| 3Y | +25.1% | +134.7% | -109.6% | +9.4% |
| 5Y | +27.4% | +139.9% | -112.5% | +9.0% |
| 10Y | +95.4% | +433.5% | -338.1% | +44.6% |
| All | +1,040.8% | +1,563.0% | -522.2% | +634.4% |
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