+4.8%
BP vs WCN
+26.1%
-21.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.5% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -3.1% | +25.3% | -28.5% | -4.3% |
| 3M | +6.2% | +15.4% | -9.3% | +5.8% |
| 6M | +4.8% | +27.8% | -23.1% | +2.7% |
| All | +4.8% | +26.1% | -21.3% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling