+52.1%
WM vs BDX
-1.5%
+53.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.2% |
| 7D | -0.9% | -4.3% | +3.4% | +0.1% |
| 30D | -4.3% | +1.3% | -5.6% | -4.7% |
| 3M | +0.8% | +20.2% | -19.5% | -3.6% |
| 6M | -10.8% | +8.6% | -19.4% | -12.7% |
| YTD | -0.1% | +19.0% | -19.0% | -4.5% |
| 1Y | +1.0% | +21.2% | -20.2% | -4.0% |
| 3Y | +45.1% | -9.7% | +54.8% | +48.3% |
| 5Y | +52.1% | -3.4% | +55.5% | +53.2% |
| All | +52.1% | -1.5% | +53.6% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling