+22.5%
BMY vs WEC
+42.2%
-19.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -3.6% |
| 7D | -3.3% | +0.8% | -4.1% | -3.7% |
| 30D | 0.0% | +0.3% | -0.4% | -0.3% |
| 3M | +17.7% | -2.9% | +20.7% | +19.1% |
| 6M | +9.6% | -5.9% | +15.5% | +12.3% |
| YTD | +24.0% | +4.1% | +19.8% | +22.2% |
| 1Y | +45.1% | +3.1% | +42.0% | +42.8% |
| 3Y | +22.5% | +40.8% | -18.3% | +5.2% |
| All | +22.5% | +42.2% | -19.7% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling