+290.2%
BN vs WCC
+431.3%
-141.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.0% |
| 7D | -1.0% | +9.9% | -10.9% | -4.4% |
| 30D | +14.0% | -8.4% | +22.4% | +16.2% |
| 3M | -9.0% | -10.3% | +1.3% | -7.0% |
| 6M | -8.8% | -10.5% | +1.6% | -7.7% |
| YTD | -10.3% | +32.2% | -42.4% | -22.4% |
| 1Y | -5.8% | +25.5% | -31.3% | -17.0% |
| 3Y | +94.8% | +134.7% | -39.9% | +29.2% |
| 5Y | +31.5% | +139.9% | -108.5% | -17.3% |
| All | +290.2% | +431.3% | -141.1% | +55.2% |
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