+234.1%
WCN vs BWA
+153.1%
+81.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -4.4% | -0.1% | -4.4% | -4.4% |
| 30D | -4.4% | -5.5% | +1.0% | -3.9% |
| 3M | +0.5% | -7.6% | +8.1% | +1.2% |
| 6M | -3.3% | +25.0% | -28.2% | -6.8% |
| YTD | -8.5% | +47.0% | -55.4% | -14.4% |
| 1Y | -8.9% | +54.0% | -62.9% | -15.5% |
| 3Y | +18.0% | +70.7% | -52.6% | +6.3% |
| 5Y | +25.0% | +86.7% | -61.6% | +9.1% |
| All | +234.1% | +153.1% | +81.0% | +163.7% |
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