+872.9%
BMY vs WAT
+12,580.5%
-11,707.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.8% | +3.4% | -1.6% | +1.2% |
| 30D | +6.2% | +9.6% | -3.4% | +4.5% |
| 3M | -2.1% | +15.5% | -17.6% | -4.7% |
| 6M | +14.3% | +33.9% | -19.6% | +8.1% |
| YTD | +21.6% | +25.2% | -3.6% | +15.8% |
| 1Y | +38.8% | +26.3% | +12.5% | +31.9% |
| 3Y | +42.9% | +85.8% | -42.9% | +24.9% |
| 5Y | +30.1% | +35.3% | -5.2% | +18.2% |
| 10Y | +58.2% | +231.8% | -173.6% | +21.1% |
| All | +872.9% | +12,580.5% | -11,707.6% | +328.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling