+310.4%
WM vs BDX
+55.3%
+255.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.2% | -4.1% | +2.9% | +0.1% |
| 30D | -4.5% | +0.1% | -4.6% | -4.6% |
| 3M | -2.2% | +18.3% | -20.5% | -7.3% |
| 6M | -11.5% | +10.1% | -21.6% | -14.4% |
| YTD | -0.7% | +19.4% | -20.1% | -6.6% |
| 1Y | +0.3% | +22.3% | -22.0% | -6.5% |
| 3Y | +44.2% | -9.4% | +53.6% | +45.8% |
| 5Y | +51.6% | -2.0% | +53.6% | +47.3% |
| 10Y | +310.4% | +59.6% | +250.9% | +246.2% |
| All | +310.4% | +55.3% | +255.2% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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