+60.7%
BMY vs WBD
+15.0%
+45.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -4.8% | -0.7% | -4.0% | -4.7% |
| 30D | -0.1% | +1.4% | -1.5% | -0.2% |
| 3M | +13.1% | +4.4% | +8.7% | +12.7% |
| 6M | +8.4% | +0.8% | +7.6% | +8.3% |
| YTD | +22.0% | -2.7% | +24.7% | +22.1% |
| 1Y | +40.3% | +73.4% | -33.1% | +34.5% |
| 3Y | +20.5% | +142.1% | -121.6% | +10.1% |
| 5Y | +23.7% | +7.2% | +16.5% | +17.5% |
| All | +60.7% | +15.0% | +45.8% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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