+326.4%
WM vs BDX
+84.3%
+242.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.7% |
| 7D | +1.2% | +7.3% | -6.1% | -1.1% |
| 30D | +13.7% | +15.7% | -2.0% | +8.7% |
| 3M | +5.2% | +19.1% | -13.8% | -0.4% |
| 6M | +11.2% | +44.1% | -32.9% | -0.9% |
| YTD | +9.4% | +42.1% | -32.6% | -2.6% |
| 1Y | +20.4% | +52.6% | -32.2% | +4.7% |
| 3Y | +44.7% | +22.6% | +22.1% | +32.6% |
| 5Y | +58.5% | +23.3% | +35.2% | +42.9% |
| 10Y | +326.4% | +84.8% | +241.5% | +247.6% |
| All | +326.4% | +84.3% | +242.1% | +247.6% |
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