+1,188.5%
WDC vs BMY
+63.7%
+1,124.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -4.3% | -4.8% | +0.5% | -3.2% |
| 30D | -1.5% | -0.1% | -1.4% | -1.7% |
| 3M | -15.5% | +13.1% | -28.6% | -18.7% |
| 6M | +66.5% | +8.4% | +58.0% | +61.4% |
| YTD | +159.9% | +22.0% | +137.9% | +143.0% |
| 1Y | +366.0% | +40.3% | +325.7% | +316.9% |
| 3Y | +1,285.8% | +20.5% | +1,265.3% | +1,178.5% |
| 5Y | +925.6% | +23.7% | +901.8% | +816.2% |
| All | +1,188.5% | +63.7% | +1,124.9% | +924.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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