+50.0%
BMY vs WAT
+41.4%
+8.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +0.4% | -1.3% | +1.6% | +0.6% |
| 30D | +5.0% | +2.3% | +2.7% | +4.6% |
| 3M | +19.4% | +8.7% | +10.6% | +17.6% |
| 6M | +9.5% | +28.3% | -18.8% | +4.1% |
| YTD | +28.1% | +7.8% | +20.3% | +26.7% |
| 1Y | +50.0% | +36.6% | +13.4% | +33.4% |
| All | +50.0% | +41.4% | +8.6% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling