-18.3%
BIDU vs WCN
-9.1%
-9.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +1.0% |
| 7D | -8.1% | -3.1% | -5.0% | -9.0% |
| 30D | -12.8% | -3.4% | -9.4% | -13.7% |
| 3M | -21.3% | +3.0% | -24.2% | -20.3% |
| 6M | -27.0% | -3.8% | -23.2% | -26.8% |
| YTD | -30.0% | -8.3% | -21.7% | -31.5% |
| 1Y | -18.3% | -9.7% | -8.5% | -19.1% |
| All | -18.3% | -9.1% | -9.1% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling