+28,589.7%
WM vs BDX
+6,289.4%
+22,300.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.3% |
| 7D | -0.5% | +8.4% | -8.8% | -2.6% |
| 30D | +13.3% | +17.1% | -3.8% | +8.7% |
| 3M | +4.4% | +22.4% | -18.0% | -1.1% |
| 6M | +10.8% | +45.9% | -35.1% | 0.0% |
| YTD | +9.1% | +43.8% | -34.8% | -1.5% |
| 1Y | +19.1% | +57.8% | -38.7% | +4.9% |
| 3Y | +45.7% | +25.4% | +20.3% | +34.2% |
| 5Y | +60.4% | +26.0% | +34.4% | +46.4% |
| 10Y | +328.7% | +88.0% | +240.8% | +246.7% |
| All | +28,589.7% | +6,289.4% | +22,300.3% | +10,122.7% |
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