+52.3%
BDX vs WCN
+16.1%
+36.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.8% | +4.6% |
| 7D | +7.2% | +6.7% | +0.5% | +4.8% |
| 30D | +15.8% | +24.3% | -8.5% | +7.3% |
| 3M | +23.7% | +16.1% | +7.6% | +17.4% |
| 6M | +44.8% | +19.9% | +24.9% | +36.2% |
| YTD | +39.8% | +10.1% | +29.7% | +35.8% |
| 1Y | +52.3% | +14.4% | +37.9% | +44.4% |
| All | +52.3% | +16.1% | +36.3% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling