+530.2%
WCC vs BWA
+156.8%
+373.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.3% | +2.7% |
| 7D | +1.5% | -1.3% | +2.8% | +2.5% |
| 30D | -2.1% | -2.9% | +0.8% | 0.0% |
| 3M | +3.8% | -10.7% | +14.5% | +12.6% |
| 6M | +35.0% | +26.5% | +8.5% | +13.0% |
| YTD | +46.4% | +49.1% | -2.7% | +5.2% |
| 1Y | +63.0% | +52.1% | +10.9% | +15.1% |
| 3Y | +133.9% | +72.6% | +61.4% | +46.2% |
| 5Y | +226.5% | +89.4% | +137.1% | +88.1% |
| All | +530.2% | +156.8% | +373.4% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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