+59.3%
BMY vs WM
+332.5%
-273.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.3% |
| 7D | -2.0% | +0.8% | -2.7% | -2.3% |
| 30D | +9.3% | +13.8% | -4.5% | +4.4% |
| 3M | -0.1% | +6.4% | -6.5% | -2.3% |
| 6M | +15.5% | +13.2% | +2.3% | +10.2% |
| YTD | +21.8% | +10.8% | +11.1% | +16.8% |
| 1Y | +34.9% | +20.2% | +14.7% | +25.4% |
| 3Y | +43.2% | +46.5% | -3.3% | +21.1% |
| 5Y | +30.7% | +61.3% | -30.5% | +4.7% |
| 10Y | +59.3% | +324.8% | -265.5% | -7.4% |
| All | +59.3% | +332.5% | -273.2% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling