+134.7%
WCC vs BWA
+64.0%
+70.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | +9.9% | +4.3% | +5.7% | +6.9% |
| 30D | -8.4% | -13.0% | +4.6% | +0.8% |
| 3M | -10.3% | -24.8% | +14.5% | +8.8% |
| 6M | -10.5% | -23.5% | +13.0% | +6.7% |
| YTD | +32.2% | +13.8% | +18.3% | +15.0% |
| 1Y | +25.5% | +13.4% | +12.1% | +9.2% |
| 3Y | +134.7% | +62.8% | +71.9% | +45.9% |
| All | +134.7% | +64.0% | +70.7% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling