+330.8%
WM vs BDX
+93.0%
+237.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +1.2% | +1.0% | +0.2% | +0.9% |
| 30D | +15.2% | +15.1% | +0.1% | +10.3% |
| 3M | +8.3% | +18.2% | -9.9% | +2.7% |
| 6M | +13.1% | +48.1% | -35.0% | -0.1% |
| YTD | +12.5% | +44.1% | -31.6% | -0.3% |
| 1Y | +21.8% | +46.4% | -24.6% | +7.3% |
| 3Y | +48.8% | +24.4% | +24.4% | +35.6% |
| 5Y | +62.1% | +26.1% | +36.0% | +44.9% |
| All | +330.8% | +93.0% | +237.8% | +238.4% |
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