+61.0%
BMY vs WEC
+146.6%
-85.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.8% |
| 7D | -6.4% | -1.3% | -5.1% | -6.0% |
| 30D | +0.2% | -0.4% | +0.6% | +0.3% |
| 3M | +16.0% | -6.8% | +22.7% | +18.3% |
| 6M | +8.3% | -6.4% | +14.7% | +10.4% |
| YTD | +22.2% | +2.5% | +19.7% | +21.3% |
| 1Y | +41.7% | -0.4% | +42.1% | +41.6% |
| 3Y | +20.7% | +38.5% | -17.8% | +9.6% |
| 5Y | +23.9% | +31.7% | -7.8% | +13.2% |
| All | +61.0% | +146.6% | -85.6% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WEC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling