+57.5%
BMY vs WM
+337.2%
-279.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | +5.1% | +13.3% | -8.2% | +0.6% |
| 3M | -3.0% | +4.4% | -7.4% | -4.5% |
| 6M | +13.1% | +10.8% | +2.2% | +8.7% |
| YTD | +20.3% | +9.1% | +11.3% | +16.0% |
| 1Y | +39.0% | +19.1% | +19.9% | +29.7% |
| 3Y | +42.0% | +45.7% | -3.7% | +20.3% |
| 5Y | +28.5% | +60.4% | -31.9% | +3.0% |
| 10Y | +57.5% | +328.7% | -271.2% | -8.9% |
| All | +57.5% | +337.2% | -279.7% | -8.9% |
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