+165.4%
WCC vs BAM
+84.8%
+80.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.1% | +4.5% |
| 7D | +3.3% | -2.9% | +6.2% | +5.6% |
| 30D | -9.4% | +14.7% | -24.1% | -18.5% |
| 3M | -10.5% | -4.1% | -6.4% | -8.8% |
| 6M | -10.4% | +9.6% | -20.0% | -17.8% |
| YTD | +34.4% | +3.4% | +31.0% | +27.3% |
| 1Y | +27.7% | +1.0% | +26.6% | +23.1% |
| 3Y | +137.9% | +88.2% | +49.7% | +44.0% |
| All | +165.4% | +84.8% | +80.5% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling