+24.3%
BMY vs WWD
+191.3%
-167.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -4.8% | +0.6% | -5.4% | -4.8% |
| 30D | -0.7% | -5.1% | +4.4% | -0.3% |
| 3M | +15.3% | -11.2% | +26.6% | +16.1% |
| 6M | +8.5% | -12.0% | +20.6% | +9.2% |
| YTD | +23.4% | +12.0% | +11.5% | +21.5% |
| 1Y | +42.9% | +42.8% | +0.1% | +37.8% |
| 3Y | +22.0% | +168.9% | -147.0% | +10.5% |
| 5Y | +24.3% | +192.2% | -167.9% | +10.3% |
| All | +24.3% | +191.3% | -167.0% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling