+20.7%
BMY vs GWW
+88.4%
-67.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | -6.4% | -3.1% | -3.2% | -5.9% |
| 30D | +0.2% | -2.3% | +2.6% | +0.6% |
| 3M | +16.0% | -3.3% | +19.3% | +16.4% |
| 6M | +8.3% | +15.4% | -7.1% | +5.8% |
| YTD | +22.2% | +26.7% | -4.6% | +17.8% |
| 1Y | +41.7% | +29.0% | +12.7% | +36.2% |
| All | +20.7% | +88.4% | -67.7% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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