-8.3%
BN vs WCC
+26.8%
-35.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.5% |
| 7D | -2.4% | +3.3% | -5.7% | -3.3% |
| 30D | +13.5% | -9.4% | +23.0% | +15.3% |
| 3M | -5.9% | -10.5% | +4.6% | -4.5% |
| 6M | -8.9% | -10.4% | +1.5% | -7.7% |
| YTD | -7.9% | +34.4% | -42.3% | -25.2% |
| 1Y | -8.3% | +27.7% | -36.0% | -24.2% |
| All | -8.3% | +26.8% | -35.1% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling