+655.3%
BIDU vs WCN
+1,648.6%
-993.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.0% | -5.9% | -6.5% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -15.6% | -2.1% | -13.5% | -14.8% |
| 3M | -22.3% | +6.4% | -28.7% | -25.0% |
| 6M | -22.3% | -3.7% | -18.6% | -22.0% |
| YTD | -29.2% | -6.4% | -22.8% | -28.2% |
| 1Y | -14.8% | -7.9% | -6.9% | -13.5% |
| 3Y | -31.8% | +20.8% | -52.6% | -41.3% |
| 5Y | -43.1% | +29.0% | -72.1% | -53.5% |
| 10Y | -50.6% | +236.4% | -287.0% | -77.6% |
| All | +655.3% | +1,648.6% | -993.4% | +29.3% |
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