+6,971.4%
BN vs WCN
+8,080.5%
-1,109.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.0% | +2.6% | -3.6% | -1.6% |
| 30D | +14.0% | +23.9% | -10.0% | +7.7% |
| 3M | -9.0% | +17.4% | -26.4% | -12.8% |
| 6M | -8.8% | +28.0% | -36.8% | -14.8% |
| YTD | -10.3% | +11.6% | -21.8% | -13.5% |
| 1Y | -5.8% | +16.9% | -22.7% | -10.3% |
| 3Y | +94.8% | +51.6% | +43.2% | +73.3% |
| 5Y | +31.5% | +48.0% | -16.5% | +17.9% |
| 10Y | +291.9% | +322.6% | -30.7% | +182.9% |
| All | +6,971.4% | +8,080.5% | -1,109.1% | +3,804.2% |
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