+56.7%
BDX vs WCN
+235.9%
-179.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.2% | -3.1% | -0.1% | -1.8% |
| 30D | -2.5% | -3.4% | +0.8% | -1.1% |
| 3M | +21.4% | +3.0% | +18.4% | +20.0% |
| 6M | +10.4% | -3.8% | +14.2% | +11.9% |
| YTD | +18.8% | -8.3% | +27.2% | +22.6% |
| 1Y | +21.7% | -9.7% | +31.4% | +26.3% |
| 3Y | -10.0% | +17.2% | -27.1% | -18.2% |
| 5Y | -1.8% | +25.3% | -27.1% | -14.8% |
| All | +56.7% | +235.9% | -179.2% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling