+642.9%
WDC vs BMY
+59.8%
+583.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.8% | -6.8% | -5.4% |
| 7D | +12.1% | +2.1% | +10.0% | +11.6% |
| 30D | -18.8% | +7.0% | -25.8% | -20.1% |
| 3M | -39.3% | -0.9% | -38.4% | -39.5% |
| 6M | -40.1% | +14.9% | -55.1% | -43.0% |
| YTD | +71.8% | +22.8% | +49.0% | +59.8% |
| 1Y | +88.5% | +36.2% | +52.2% | +69.6% |
| 3Y | +770.0% | +45.7% | +724.3% | +637.3% |
| 5Y | +549.0% | +31.3% | +517.8% | +461.9% |
| All | +642.9% | +59.8% | +583.1% | +511.1% |
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