+28.7%
WCN vs BWA
+92.4%
-63.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -0.4% | +4.3% | -4.7% | -0.7% |
| 30D | -2.1% | -2.9% | +0.8% | -2.0% |
| 3M | +6.4% | -12.4% | +18.8% | +7.3% |
| 6M | -3.7% | +28.6% | -32.2% | -6.4% |
| YTD | -6.4% | +48.2% | -54.6% | -11.0% |
| 1Y | -7.9% | +50.9% | -58.9% | -12.7% |
| 3Y | +20.8% | +72.2% | -51.4% | +11.6% |
| All | +28.7% | +92.4% | -63.7% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling