+60.7%
BMY vs WCC
+541.6%
-480.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.6% |
| 7D | -4.8% | +1.5% | -6.3% | -4.9% |
| 30D | -0.1% | -2.1% | +2.0% | 0.0% |
| 3M | +13.1% | +3.8% | +9.3% | +12.3% |
| 6M | +8.4% | +35.0% | -26.6% | +4.4% |
| YTD | +22.0% | +46.4% | -24.4% | +16.2% |
| 1Y | +40.3% | +63.0% | -22.7% | +32.1% |
| 3Y | +20.5% | +133.9% | -113.4% | +7.3% |
| 5Y | +23.7% | +226.5% | -202.8% | +3.3% |
| All | +60.7% | +541.6% | -480.9% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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