+76.4%
BND vs WCN
+1,273.7%
-1,197.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.1% | -0.6% | +0.5% | -0.1% |
| 30D | -0.4% | +0.4% | -0.8% | -0.4% |
| 3M | -0.6% | +7.3% | -8.0% | -0.6% |
| 6M | -1.4% | -2.5% | +1.1% | -1.4% |
| YTD | -0.2% | -5.4% | +5.1% | -0.2% |
| 1Y | +1.3% | -8.5% | +9.7% | +1.3% |
| 3Y | +13.2% | +20.8% | -7.6% | +13.3% |
| 5Y | -1.6% | +30.0% | -31.6% | -1.4% |
| 10Y | +15.5% | +238.4% | -222.9% | +18.3% |
| All | +76.4% | +1,273.7% | -1,197.4% | +88.9% |
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