+33.6%
BN vs WCN
+48.2%
-14.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -0.3% | +1.2% | -1.5% | -0.9% |
| 30D | +13.6% | +26.4% | -12.9% | +1.3% |
| 3M | -6.7% | +17.5% | -24.2% | -13.8% |
| 6M | -9.0% | +28.7% | -37.7% | -20.3% |
| YTD | -8.8% | +11.5% | -20.3% | -14.3% |
| 1Y | -10.6% | +15.9% | -26.5% | -18.1% |
| 3Y | +98.8% | +51.6% | +47.2% | +47.9% |
| 5Y | +33.6% | +47.9% | -14.3% | +1.1% |
| All | +33.6% | +48.2% | -14.6% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling