+35.8%
BN vs WCC
+229.6%
-193.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.5% |
| 7D | -1.2% | +8.5% | -9.7% | -4.3% |
| 30D | -10.9% | -1.0% | -9.9% | -10.9% |
| 3M | -11.1% | +2.1% | -13.2% | -12.9% |
| 6M | -4.4% | +36.8% | -41.2% | -17.5% |
| YTD | -14.1% | +47.7% | -61.9% | -28.7% |
| 1Y | -11.1% | +66.5% | -77.6% | -30.3% |
| 3Y | +75.6% | +134.2% | -58.6% | +12.8% |
| 5Y | +35.8% | +231.6% | -195.8% | -28.2% |
| All | +35.8% | +229.6% | -193.8% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling