+76.0%
WCN vs BBIO
+136.7%
-60.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.1% | -3.2% | +0.1% | -3.0% |
| 30D | -3.4% | -13.6% | +10.2% | -2.9% |
| 3M | +3.0% | +7.2% | -4.3% | +2.6% |
| 6M | -3.8% | +1.5% | -5.2% | -4.0% |
| YTD | -8.3% | -5.3% | -3.0% | -8.4% |
| 1Y | -9.7% | +37.7% | -47.5% | -11.3% |
| 3Y | +17.2% | +153.9% | -136.8% | +11.1% |
| 5Y | +25.3% | +43.9% | -18.6% | +14.0% |
| All | +76.0% | +136.7% | -60.7% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 all: compounded portfolio wealth divided by compounded BBIO 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…
all analysis · Full analysis span regression · 6 months rolling