+130.4%
WCC vs BAM
+61.4%
+69.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.4% |
| 7D | +4.5% | -2.0% | +6.4% | +6.0% |
| 30D | -5.8% | -2.9% | -2.9% | -4.1% |
| 3M | -3.7% | +9.4% | -13.0% | -10.8% |
| 6M | +23.1% | +10.8% | +12.3% | +12.5% |
| YTD | +44.2% | -0.4% | +44.6% | +41.5% |
| 1Y | +62.1% | -10.9% | +73.0% | +73.5% |
| All | +130.4% | +61.4% | +69.1% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling