+48.7%
WM vs BDX
+25.0%
+23.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +3.2% | +2.9% | +0.3% | +2.6% |
| 30D | +13.0% | +15.4% | -2.4% | +10.0% |
| 3M | +9.2% | +20.5% | -11.3% | +5.5% |
| 6M | +13.6% | +53.2% | -39.5% | +5.6% |
| YTD | +12.4% | +45.7% | -33.3% | +4.8% |
| 1Y | +21.2% | +47.3% | -26.0% | +12.8% |
| 3Y | +48.7% | +25.1% | +23.6% | +38.8% |
| All | +48.7% | +25.0% | +23.7% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling