+30.3%
BIL vs WCN
+1,280.9%
-1,250.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +0.3% | +0.4% | -0.1% | +0.3% |
| 3M | +0.9% | +7.3% | -6.4% | +1.0% |
| 6M | +1.8% | -2.5% | +4.3% | +1.8% |
| YTD | +2.4% | -5.4% | +7.8% | +2.4% |
| 1Y | +3.7% | -8.5% | +12.2% | +3.7% |
| 3Y | +14.2% | +20.8% | -6.6% | +14.2% |
| 5Y | +19.4% | +30.0% | -10.6% | +19.5% |
| 10Y | +25.2% | +238.4% | -213.2% | +25.6% |
| All | +30.3% | +1,280.9% | -1,250.5% | +31.3% |
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