+1,690.2%
BMY vs WY
+676.8%
+1,013.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.9% |
| 7D | -3.3% | -2.1% | -1.3% | -2.9% |
| 30D | 0.0% | -10.5% | +10.4% | +2.4% |
| 3M | +17.7% | -4.9% | +22.6% | +18.8% |
| 6M | +9.6% | -4.9% | +14.5% | +10.5% |
| YTD | +24.0% | -1.7% | +25.6% | +23.7% |
| 1Y | +45.1% | -9.4% | +54.5% | +47.4% |
| 3Y | +22.5% | -22.3% | +44.8% | +27.8% |
| 5Y | +22.3% | -20.5% | +42.8% | +24.8% |
| 10Y | +62.0% | +4.9% | +57.0% | +45.8% |
| All | +1,690.2% | +676.8% | +1,013.4% | +738.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling