-34.4%
BIDU vs WCN
+18.2%
-52.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.6% |
| 7D | -5.2% | -4.4% | -0.8% | -5.6% |
| 30D | -14.5% | -4.4% | -10.0% | -14.8% |
| 3M | -22.9% | +0.5% | -23.4% | -22.8% |
| 6M | -27.8% | -3.3% | -24.6% | -27.6% |
| YTD | -30.7% | -8.5% | -22.2% | -30.4% |
| 1Y | -15.8% | -8.9% | -6.9% | -15.5% |
| All | -34.4% | +18.2% | -52.6% | -36.6% |
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