+7,776.2%
WCN vs BWA
+989.3%
+6,786.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.6% | +4.3% | -1.7% | +1.8% |
| 30D | +23.9% | -13.0% | +36.9% | +26.9% |
| 3M | +17.4% | -24.8% | +42.2% | +23.3% |
| 6M | +28.0% | -23.5% | +51.5% | +33.1% |
| YTD | +11.6% | +13.8% | -2.3% | +5.9% |
| 1Y | +16.9% | +13.4% | +3.4% | +10.9% |
| 3Y | +51.6% | +62.8% | -11.2% | +31.1% |
| 5Y | +48.0% | +28.5% | +19.5% | +31.2% |
| 10Y | +322.6% | +95.4% | +227.2% | +220.7% |
| All | +7,776.2% | +989.3% | +6,786.9% | +3,187.4% |
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