-14.4%
BN vs WCN
-9.4%
-4.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | -5.9% | -4.4% | -1.4% | -5.8% |
| 30D | -15.1% | -4.4% | -10.6% | -15.0% |
| 3M | -14.6% | +0.5% | -15.0% | -14.5% |
| 6M | -8.4% | -3.3% | -5.2% | -8.0% |
| YTD | -16.8% | -8.5% | -8.3% | -16.2% |
| 1Y | -14.4% | -8.9% | -5.4% | -11.9% |
| All | -14.4% | -9.4% | -4.9% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling