+64.6%
BMY vs W
+142.4%
-77.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.8% | +5.9% | -10.7% | -5.1% |
| 30D | -0.7% | -3.0% | +2.4% | -0.5% |
| 3M | +15.3% | +40.3% | -25.0% | +12.7% |
| 6M | +8.5% | +32.2% | -23.7% | +6.1% |
| YTD | +23.4% | -0.3% | +23.7% | +22.2% |
| 1Y | +42.9% | +16.2% | +26.8% | +39.7% |
| 3Y | +22.0% | +40.7% | -18.8% | +14.5% |
| 5Y | +24.3% | -62.3% | +86.7% | +22.8% |
| 10Y | +64.6% | +162.2% | -97.6% | +19.5% |
| All | +64.6% | +142.4% | -77.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling