+262.8%
BP vs WCN
+6,839.3%
-6,576.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +3.9% | -0.6% | +4.6% | +4.1% |
| 30D | +7.6% | +0.4% | +7.2% | +7.5% |
| 3M | +0.7% | +7.3% | -6.6% | -1.0% |
| 6M | +15.5% | -2.5% | +18.0% | +15.8% |
| YTD | +30.8% | -5.4% | +36.2% | +31.9% |
| 1Y | +34.3% | -8.5% | +42.8% | +36.2% |
| 3Y | +35.1% | +20.8% | +14.3% | +28.3% |
| 5Y | +126.8% | +30.0% | +96.8% | +111.0% |
| 10Y | +123.4% | +238.4% | -115.0% | +71.8% |
| All | +262.8% | +6,839.3% | -6,576.5% | +76.6% |
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