+279.5%
BP vs WCN
+8,078.4%
-7,799.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.1% |
| 7D | +2.5% | +1.2% | +1.3% | +2.3% |
| 30D | -5.6% | +26.4% | -32.0% | -10.3% |
| 3M | +8.0% | +17.5% | -9.5% | +4.1% |
| 6M | +5.7% | +28.7% | -23.1% | -0.2% |
| YTD | +36.8% | +11.5% | +25.3% | +32.9% |
| 1Y | +30.7% | +15.9% | +14.8% | +25.9% |
| 3Y | +51.6% | +51.6% | 0.0% | +37.0% |
| 5Y | +112.2% | +47.9% | +64.3% | +91.8% |
| 10Y | +138.6% | +322.5% | -183.9% | +74.9% |
| All | +279.5% | +8,078.4% | -7,799.0% | +78.0% |
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