+904.5%
BDX vs WCN
+6,767.3%
-5,862.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.9% |
| 7D | -4.3% | -0.4% | -3.8% | -4.2% |
| 30D | +1.3% | -2.1% | +3.4% | +1.7% |
| 3M | +20.2% | +6.4% | +13.9% | +18.9% |
| 6M | +8.6% | -3.7% | +12.3% | +9.2% |
| YTD | +19.0% | -6.4% | +25.3% | +20.2% |
| 1Y | +21.2% | -7.9% | +29.1% | +22.7% |
| 3Y | -9.7% | +20.8% | -30.5% | -13.2% |
| 5Y | -3.4% | +29.0% | -32.4% | -8.5% |
| 10Y | +53.9% | +236.4% | -182.5% | +25.2% |
| All | +904.5% | +6,767.3% | -5,862.9% | +483.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling