+6,844.8%
BN vs WCN
+6,839.3%
+5.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -2.5% | -0.6% | -1.8% | -2.3% |
| 30D | -9.5% | +0.4% | -9.9% | -9.6% |
| 3M | -10.4% | +7.3% | -17.7% | -12.2% |
| 6M | -6.4% | -2.5% | -3.9% | -6.2% |
| YTD | -11.9% | -5.4% | -6.5% | -11.2% |
| 1Y | -8.6% | -8.5% | -0.2% | -7.2% |
| 3Y | +77.6% | +20.8% | +56.8% | +67.6% |
| 5Y | +37.0% | +30.0% | +7.0% | +27.2% |
| 10Y | +266.4% | +238.4% | +28.0% | +179.4% |
| All | +6,844.8% | +6,839.3% | +5.4% | +3,905.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling