+60.1%
BMY vs WU
-38.9%
+99.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.5% |
| 7D | +2.1% | -2.0% | +4.1% | +2.5% |
| 30D | +7.0% | +11.4% | -4.4% | +4.3% |
| 3M | -0.9% | -6.8% | +5.9% | +0.5% |
| 6M | +14.9% | -14.6% | +29.6% | +17.9% |
| YTD | +22.8% | -20.6% | +43.5% | +27.7% |
| 1Y | +36.2% | -15.4% | +51.6% | +39.3% |
| 3Y | +45.7% | -23.6% | +69.3% | +51.2% |
| 5Y | +31.3% | -43.4% | +74.6% | +44.4% |
| All | +60.1% | -38.9% | +99.0% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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