+73.2%
BHP vs WCN
+18.2%
+55.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -5.2% |
| 7D | -3.7% | -4.4% | +0.7% | -3.4% |
| 30D | -0.8% | -4.4% | +3.6% | -0.6% |
| 3M | +7.6% | +0.5% | +7.1% | +7.1% |
| 6M | +20.8% | -3.3% | +24.1% | +21.3% |
| YTD | +50.8% | -8.5% | +59.2% | +53.3% |
| 1Y | +70.9% | -8.9% | +79.8% | +74.0% |
| All | +73.2% | +18.2% | +55.1% | +63.8% |
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