+22.0%
BMY vs WCN
+19.5%
+2.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | -4.8% | -1.7% | -3.1% | -4.4% |
| 30D | -0.7% | -3.0% | +2.3% | +0.1% |
| 3M | +15.3% | +2.5% | +12.8% | +14.5% |
| 6M | +8.5% | -5.7% | +14.2% | +9.7% |
| YTD | +23.4% | -7.4% | +30.9% | +25.1% |
| 1Y | +42.9% | -8.6% | +51.5% | +45.3% |
| All | +22.0% | +19.5% | +2.5% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling