+60.7%
BMY vs WY
+7.6%
+53.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -4.8% | -4.2% | -0.6% | -3.9% |
| 30D | -0.1% | -10.1% | +10.0% | +2.2% |
| 3M | +13.1% | -8.5% | +21.6% | +15.1% |
| 6M | +8.4% | -3.3% | +11.7% | +8.9% |
| YTD | +22.0% | -4.4% | +26.4% | +22.5% |
| 1Y | +40.3% | -11.5% | +51.8% | +43.2% |
| 3Y | +20.5% | -24.3% | +44.8% | +26.3% |
| 5Y | +23.7% | -21.3% | +45.0% | +26.4% |
| All | +60.7% | +7.6% | +53.2% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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