+28,547.2%
WM vs BDX
+6,189.4%
+22,357.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | +1.2% | +7.1% | -5.9% | -0.6% |
| 30D | +13.1% | +17.6% | -4.5% | +8.3% |
| 3M | +3.6% | +20.4% | -16.7% | -1.4% |
| 6M | +8.1% | +48.3% | -40.2% | -2.9% |
| YTD | +8.9% | +41.6% | -32.7% | -1.3% |
| 1Y | +20.3% | +55.7% | -35.4% | +6.3% |
| 3Y | +46.2% | +10.6% | +35.5% | +39.1% |
| 5Y | +59.9% | +24.0% | +35.9% | +46.6% |
| 10Y | +345.6% | +84.8% | +260.7% | +262.0% |
| All | +28,547.2% | +6,189.4% | +22,357.9% | +10,150.8% |
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 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