+264.7%
BN vs WCC
+506.2%
-241.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | -3.0% | +6.8% | -9.8% | -5.4% |
| 30D | -13.0% | -3.0% | -10.0% | -12.3% |
| 3M | -15.2% | +0.2% | -15.4% | -16.3% |
| 6M | -5.9% | +33.2% | -39.1% | -17.0% |
| YTD | -15.8% | +45.8% | -61.6% | -28.5% |
| 1Y | -12.2% | +68.4% | -80.6% | -29.9% |
| 3Y | +72.2% | +131.1% | -58.9% | +17.0% |
| 5Y | +33.2% | +225.6% | -192.4% | -23.2% |
| 10Y | +264.7% | +534.2% | -269.5% | +36.4% |
| All | +264.7% | +506.2% | -241.5% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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