+6,581.2%
WCN vs BWA
+1,345.7%
+5,235.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -1.7% |
| 7D | -0.6% | +5.7% | -6.3% | -1.7% |
| 30D | +0.4% | +1.4% | -1.0% | 0.0% |
| 3M | +7.3% | -12.1% | +19.4% | +9.4% |
| 6M | -2.5% | +28.6% | -31.1% | -8.3% |
| YTD | -5.4% | +51.1% | -56.5% | -14.5% |
| 1Y | -8.5% | +55.9% | -64.3% | -18.0% |
| 3Y | +20.8% | +70.1% | -49.3% | +4.0% |
| 5Y | +30.0% | +90.7% | -60.7% | +6.9% |
| 10Y | +238.4% | +154.0% | +84.4% | +145.0% |
| All | +6,581.2% | +1,345.7% | +5,235.5% | +2,552.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling