+22.0%
BMY vs WSM
+232.0%
-210.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.8% | +2.6% | -7.4% | -5.0% |
| 30D | -0.7% | -9.3% | +8.6% | +0.2% |
| 3M | +15.3% | +7.1% | +8.2% | +14.6% |
| 6M | +8.5% | +21.7% | -13.2% | +6.5% |
| YTD | +23.4% | +28.7% | -5.3% | +20.5% |
| 1Y | +42.9% | +13.9% | +29.1% | +40.7% |
| All | +22.0% | +232.0% | -210.0% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling