+110.6%
WCC vs BAM
+84.2%
+26.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.0% | -6.5% | -7.5% |
| 7D | -21.9% | +7.9% | -29.8% | -26.6% |
| 30D | -25.4% | +16.0% | -41.5% | -33.7% |
| 3M | -23.1% | +0.6% | -23.7% | -24.5% |
| 6M | -18.1% | +10.5% | -28.6% | -25.6% |
| YTD | +17.7% | +3.2% | +14.5% | +11.4% |
| 1Y | +12.4% | +1.0% | +11.3% | +8.3% |
| All | +110.6% | +84.2% | +26.4% | +18.5% |
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