+61.0%
BMY vs WAT
+166.5%
-105.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -6.4% | -2.9% | -3.5% | -5.8% |
| 30D | +0.2% | -3.2% | +3.4% | +0.9% |
| 3M | +16.0% | +10.6% | +5.4% | +13.2% |
| 6M | +8.3% | +34.0% | -25.7% | +0.6% |
| YTD | +22.2% | +5.7% | +16.4% | +19.4% |
| 1Y | +41.7% | +37.1% | +4.6% | +30.2% |
| 3Y | +20.7% | +52.4% | -31.7% | +5.3% |
| 5Y | +23.9% | -4.4% | +28.3% | +20.1% |
| All | +61.0% | +166.5% | -105.5% | +6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling