+1,749.1%
BMY vs GWW
+14,492.5%
-12,743.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +0.4% | +1.4% | -1.0% | 0.0% |
| 30D | +5.0% | +3.3% | +1.7% | +4.1% |
| 3M | +19.4% | +2.9% | +16.5% | +18.3% |
| 6M | +9.5% | +15.8% | -6.3% | +5.3% |
| YTD | +28.1% | +32.0% | -4.0% | +18.9% |
| 1Y | +50.0% | +29.9% | +20.1% | +39.6% |
| 3Y | +24.1% | +91.1% | -67.0% | +3.4% |
| 5Y | +25.0% | +223.9% | -198.9% | -10.7% |
| 10Y | +68.7% | +567.0% | -498.4% | -5.0% |
| All | +1,749.1% | +14,492.5% | -12,743.4% | +271.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling