+822.0%
WDC vs BMY
+43.6%
+778.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.2% | +8.4% |
| 7D | -3.2% | -2.0% | -1.3% | -3.6% |
| 30D | -19.0% | +9.3% | -28.3% | -17.8% |
| 3M | -28.4% | -0.1% | -28.4% | -28.2% |
| 6M | -39.2% | +15.5% | -54.7% | -37.9% |
| YTD | +82.1% | +21.8% | +60.2% | +86.6% |
| 1Y | +84.7% | +34.9% | +49.8% | +89.7% |
| All | +822.0% | +43.6% | +778.3% | +893.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling