+41.7%
BMY vs WAT
+34.9%
+6.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -6.4% | -2.9% | -3.5% | -5.9% |
| 30D | +0.2% | -3.2% | +3.4% | +0.8% |
| 3M | +16.0% | +10.6% | +5.4% | +13.9% |
| 6M | +8.3% | +34.0% | -25.7% | +1.5% |
| YTD | +22.2% | +5.7% | +16.4% | +21.4% |
| 1Y | +41.7% | +37.1% | +4.6% | +22.1% |
| All | +41.7% | +34.9% | +6.8% | +22.1% |
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