-10.7%
BDX vs WCN
+18.2%
-28.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | -5.4% | -4.4% | -1.0% | -4.1% |
| 30D | -2.2% | -4.4% | +2.3% | -0.8% |
| 3M | +20.1% | +0.5% | +19.6% | +20.2% |
| 6M | +9.1% | -3.3% | +12.3% | +10.1% |
| YTD | +17.9% | -8.5% | +26.4% | +20.7% |
| 1Y | +22.1% | -8.9% | +31.0% | +25.1% |
| All | -10.7% | +18.2% | -28.8% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling