+1,804.1%
WCN vs BUD
+215.1%
+1,589.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +25.3% | +7.4% | +17.9% | +23.3% |
| 3M | +15.4% | +4.3% | +11.1% | +14.3% |
| 6M | +27.8% | +5.3% | +22.6% | +26.1% |
| YTD | +10.6% | +33.2% | -22.7% | +2.7% |
| 1Y | +15.8% | +31.8% | -16.0% | +7.8% |
| 3Y | +50.3% | +47.8% | +2.5% | +34.6% |
| 5Y | +46.9% | +50.2% | -3.2% | +29.1% |
| 10Y | +318.8% | -4.8% | +323.6% | +296.1% |
| All | +1,804.1% | +215.1% | +1,589.0% | +1,109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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