+18.3%
WCN vs BWA
+67.1%
-48.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -1.7% | +0.1% | -1.9% | -1.7% |
| 30D | -3.0% | -5.6% | +2.6% | -3.0% |
| 3M | +2.5% | -10.7% | +13.2% | +2.8% |
| 6M | -5.7% | +23.2% | -28.9% | -7.0% |
| YTD | -7.4% | +46.0% | -53.4% | -10.2% |
| 1Y | -8.6% | +51.2% | -59.8% | -11.6% |
| All | +18.3% | +67.1% | -48.9% | +11.1% |
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