+61.0%
BMY vs WWD
+490.2%
-429.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.8% |
| 7D | -6.4% | -2.9% | -3.5% | -6.0% |
| 30D | +0.2% | -6.6% | +6.8% | +1.2% |
| 3M | +16.0% | -9.3% | +25.3% | +17.2% |
| 6M | +8.3% | -13.6% | +21.9% | +10.0% |
| YTD | +22.2% | +10.4% | +11.8% | +19.2% |
| 1Y | +41.7% | +39.9% | +1.8% | +32.9% |
| 3Y | +20.7% | +165.0% | -144.3% | +0.3% |
| 5Y | +23.9% | +183.8% | -159.9% | +0.1% |
| All | +61.0% | +490.2% | -429.2% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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