+145.0%
WFC vs BMY
+63.7%
+81.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.4% | -4.8% | +5.1% | +2.0% |
| 30D | +1.5% | -0.1% | +1.6% | +1.5% |
| 3M | +10.2% | +13.1% | -2.9% | +5.3% |
| 6M | +18.8% | +8.4% | +10.4% | +15.0% |
| YTD | -1.5% | +22.0% | -23.5% | -8.8% |
| 1Y | +13.5% | +40.3% | -26.7% | -0.3% |
| 3Y | +135.0% | +20.5% | +114.4% | +113.2% |
| 5Y | +130.1% | +23.7% | +106.3% | +104.5% |
| All | +145.0% | +63.7% | +81.3% | +97.8% |
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