+1,639.9%
BMY vs WWD
+15,408.5%
-13,768.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -2.0% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | +5.0% | -7.2% | +12.2% | +6.1% |
| 3M | +19.4% | -3.8% | +23.2% | +19.6% |
| 6M | +9.5% | -9.9% | +19.4% | +10.5% |
| YTD | +28.1% | +14.8% | +13.2% | +24.5% |
| 1Y | +50.0% | +42.1% | +7.9% | +40.9% |
| 3Y | +24.1% | +170.8% | -146.7% | +4.4% |
| 5Y | +25.0% | +197.5% | -172.5% | +2.2% |
| 10Y | +68.7% | +477.8% | -409.2% | +19.6% |
| All | +1,639.9% | +15,408.5% | -13,768.6% | +753.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling