+87.5%
BMY vs W
+217.9%
-130.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -2.0% | -7.4% | +5.4% | -1.6% |
| 30D | +9.3% | +7.8% | +1.4% | +8.7% |
| 3M | -0.1% | +10.9% | -11.0% | -0.8% |
| 6M | +15.5% | +86.4% | -71.0% | +11.0% |
| YTD | +21.8% | +14.0% | +7.9% | +19.7% |
| 1Y | +34.9% | +3.5% | +31.4% | +33.1% |
| 3Y | +43.2% | +164.8% | -121.6% | +30.6% |
| 5Y | +30.7% | -53.1% | +83.8% | +26.6% |
| 10Y | +59.3% | +220.4% | -161.2% | +24.5% |
| All | +87.5% | +217.9% | -130.4% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling