-50.4%
BIDU vs WCN
+235.9%
-286.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -8.1% | -3.1% | -5.0% | -7.2% |
| 30D | -12.8% | -3.4% | -9.4% | -12.0% |
| 3M | -21.3% | +3.0% | -24.2% | -22.3% |
| 6M | -27.0% | -3.8% | -23.2% | -26.7% |
| YTD | -30.0% | -8.3% | -21.7% | -28.8% |
| 1Y | -18.3% | -9.7% | -8.5% | -16.6% |
| 3Y | -33.8% | +17.2% | -51.0% | -40.5% |
| 5Y | -44.3% | +25.3% | -69.6% | -52.0% |
| All | -50.4% | +235.9% | -286.2% | -72.1% |
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