+1,066.6%
BMY vs WAB
+4,353.8%
-3,287.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -1.3% | +7.9% | -9.2% | -2.5% |
| 30D | +10.0% | +4.9% | +5.1% | +9.0% |
| 3M | -1.2% | +1.8% | -2.9% | -1.6% |
| 6M | +12.8% | +12.0% | +0.8% | +10.3% |
| YTD | +20.7% | +41.3% | -20.6% | +13.5% |
| 1Y | +32.6% | +43.8% | -11.2% | +24.4% |
| 3Y | +41.8% | +171.1% | -129.2% | +19.1% |
| 5Y | +29.0% | +217.7% | -188.8% | +4.4% |
| 10Y | +57.8% | +272.3% | -214.6% | +19.3% |
| All | +1,066.6% | +4,353.8% | -3,287.2% | +503.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling