+176.5%
BMY vs WCC
+1,713.7%
-1,537.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.7% | -2.3% |
| 7D | +0.4% | +4.5% | -4.1% | -0.2% |
| 30D | +5.0% | -5.8% | +10.8% | +5.6% |
| 3M | +19.4% | -3.7% | +23.0% | +19.4% |
| 6M | +9.5% | +23.1% | -13.5% | +6.1% |
| YTD | +28.1% | +44.2% | -16.1% | +21.6% |
| 1Y | +50.0% | +62.1% | -12.1% | +40.2% |
| 3Y | +24.1% | +121.1% | -97.0% | +9.3% |
| 5Y | +25.0% | +214.0% | -189.0% | +2.7% |
| 10Y | +68.7% | +472.8% | -404.1% | +20.7% |
| All | +176.5% | +1,713.7% | -1,537.3% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling