+58.2%
BMY vs WM
+329.9%
-271.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | +1.8% | +1.2% | +0.6% | +1.4% |
| 30D | +6.2% | +13.7% | -7.4% | +1.5% |
| 3M | -2.1% | +5.2% | -7.4% | -4.0% |
| 6M | +14.3% | +11.2% | +3.1% | +9.7% |
| YTD | +21.6% | +9.4% | +12.2% | +17.1% |
| 1Y | +38.8% | +20.4% | +18.4% | +29.0% |
| 3Y | +42.9% | +44.7% | -1.8% | +21.4% |
| 5Y | +30.1% | +58.5% | -28.4% | +4.9% |
| 10Y | +58.2% | +326.4% | -268.2% | -7.1% |
| All | +58.2% | +329.9% | -271.7% | -7.1% |
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