+34.2%
BMY vs WM
+47.1%
-12.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | -0.5% | +1.2% | -1.7% | -0.8% |
| 30D | +4.1% | +13.1% | -9.0% | +1.7% |
| 3M | -3.1% | +3.6% | -6.8% | -3.9% |
| 6M | +11.0% | +8.1% | +3.0% | +9.3% |
| YTD | +19.1% | +8.9% | +10.2% | +17.1% |
| 1Y | +37.8% | +20.3% | +17.4% | +33.3% |
| 3Y | +34.2% | +46.2% | -12.0% | +27.9% |
| All | +34.2% | +47.1% | -12.9% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling