+26,336.4%
WM vs BDX
+5,351.6%
+20,984.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -0.3% | -2.5% | +2.2% | +0.4% |
| 30D | -2.4% | +8.3% | -10.6% | -4.4% |
| 3M | +0.4% | +24.4% | -24.0% | -5.3% |
| 6M | -9.5% | +9.2% | -18.7% | -11.9% |
| YTD | +0.5% | +22.7% | -22.2% | -5.3% |
| 1Y | -1.1% | +25.9% | -27.0% | -7.5% |
| 3Y | +46.0% | -10.5% | +56.5% | +47.0% |
| 5Y | +51.8% | +1.9% | +49.9% | +46.6% |
| 10Y | +307.5% | +58.7% | +248.8% | +244.6% |
| All | +26,336.4% | +5,351.6% | +20,984.8% | +9,729.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling