+68.0%
BMY vs WM
+305.9%
-237.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.4% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +5.0% | -2.4% | +7.4% | +5.9% |
| 3M | +19.4% | +0.4% | +19.0% | +19.0% |
| 6M | +9.5% | -9.5% | +19.0% | +13.0% |
| YTD | +28.1% | +0.5% | +27.6% | +27.2% |
| 1Y | +50.0% | -1.1% | +51.1% | +49.6% |
| 3Y | +24.1% | +46.0% | -22.0% | +4.7% |
| 5Y | +25.0% | +51.8% | -26.8% | +2.1% |
| All | +68.0% | +305.9% | -237.9% | +3.5% |
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