-1.9%
BDX vs WY
-22.2%
+20.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.2% | -4.2% | +1.0% | -1.8% |
| 30D | -2.5% | -10.1% | +7.5% | +0.7% |
| 3M | +21.4% | -8.5% | +29.9% | +24.6% |
| 6M | +10.4% | -3.3% | +13.8% | +11.3% |
| YTD | +18.8% | -4.4% | +23.2% | +19.9% |
| 1Y | +21.7% | -11.5% | +33.2% | +25.6% |
| 3Y | -10.0% | -24.3% | +14.4% | -4.1% |
| All | -1.9% | -22.2% | +20.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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