+30.9%
BMY vs GWW
+218.6%
-187.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +2.1% | +3.6% | -1.5% | +1.5% |
| 30D | +7.0% | +12.1% | -5.1% | +5.2% |
| 3M | -0.9% | +12.9% | -13.8% | -2.6% |
| 6M | +14.9% | +19.3% | -4.4% | +11.8% |
| YTD | +22.8% | +48.7% | -25.9% | +15.6% |
| 1Y | +36.2% | +60.5% | -24.3% | +26.8% |
| 3Y | +45.7% | +93.3% | -47.6% | +32.1% |
| All | +30.9% | +218.6% | -187.8% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling