+128.3%
WFC vs BMY
+22.7%
+105.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.0% |
| 7D | +0.4% | -4.8% | +5.3% | +1.5% |
| 30D | +2.5% | -0.7% | +3.1% | +2.6% |
| 3M | +10.0% | +15.3% | -5.3% | +6.4% |
| 6M | +15.1% | +8.5% | +6.5% | +12.7% |
| YTD | -2.2% | +23.4% | -25.6% | -7.0% |
| 1Y | +13.5% | +42.9% | -29.5% | +4.2% |
| 3Y | +135.2% | +22.0% | +113.3% | +123.8% |
| 5Y | +128.3% | +24.3% | +104.0% | +141.4% |
| All | +128.3% | +22.7% | +105.7% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling