+165.1%
BMY vs WCC
+1,563.0%
-1,397.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.4% | +2.0% |
| 7D | +2.1% | +9.9% | -7.9% | +0.9% |
| 30D | +7.0% | -8.4% | +15.5% | +7.7% |
| 3M | -0.9% | -10.3% | +9.5% | -0.2% |
| 6M | +14.9% | -10.5% | +25.4% | +15.2% |
| YTD | +22.8% | +32.2% | -9.3% | +17.2% |
| 1Y | +36.2% | +25.5% | +10.7% | +30.7% |
| 3Y | +45.7% | +134.7% | -89.0% | +26.9% |
| 5Y | +31.3% | +139.9% | -108.7% | +11.0% |
| 10Y | +60.6% | +433.5% | -372.9% | +15.5% |
| All | +165.1% | +1,563.0% | -1,397.9% | +52.9% |
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 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