+40.6%
BP vs WCN
-9.1%
+49.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +5.2% | -3.1% | +8.3% | +5.7% |
| 30D | +8.7% | -3.4% | +12.1% | +9.3% |
| 3M | +9.3% | +3.0% | +6.4% | +8.7% |
| 6M | +13.6% | -3.8% | +17.3% | +14.4% |
| YTD | +37.7% | -8.3% | +46.0% | +39.2% |
| 1Y | +40.6% | -9.7% | +50.4% | +43.5% |
| All | +40.6% | -9.1% | +49.8% | +43.5% |
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