+60.7%
BMY vs WAB
+296.8%
-236.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -0.1% | -4.1% | +4.0% | +0.6% |
| 3M | +13.1% | +8.2% | +4.9% | +11.2% |
| 6M | +8.4% | +15.4% | -7.0% | +5.2% |
| YTD | +22.0% | +33.1% | -11.2% | +15.2% |
| 1Y | +40.3% | +48.1% | -7.8% | +29.9% |
| 3Y | +20.5% | +167.7% | -147.2% | -1.2% |
| 5Y | +23.7% | +225.7% | -202.0% | -3.7% |
| All | +60.7% | +296.8% | -236.1% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling