+1,637.4%
BMY vs WM
+28,547.2%
-26,909.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | +4.1% | +13.1% | -9.0% | +2.0% |
| 3M | -2.1% | +3.6% | -5.8% | -2.7% |
| 6M | +12.2% | +8.1% | +4.1% | +10.7% |
| YTD | +20.3% | +8.9% | +11.4% | +18.4% |
| 1Y | +39.2% | +20.3% | +18.9% | +34.7% |
| 3Y | +35.6% | +46.2% | -10.6% | +26.4% |
| 5Y | +28.6% | +59.9% | -31.3% | +17.7% |
| 10Y | +73.9% | +345.6% | -271.7% | +35.5% |
| All | +1,637.4% | +28,547.2% | -26,909.8% | +918.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling