+24.3%
BMY vs WSM
+175.3%
-151.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -4.8% | -0.5% | -4.2% | -4.7% |
| 30D | -0.1% | -7.7% | +7.6% | +0.4% |
| 3M | +13.1% | +3.8% | +9.3% | +12.8% |
| 6M | +8.4% | +22.7% | -14.3% | +7.0% |
| YTD | +22.0% | +28.0% | -6.0% | +20.0% |
| 1Y | +40.3% | +12.7% | +27.6% | +38.9% |
| 3Y | +20.5% | +231.3% | -210.8% | +14.0% |
| All | +24.3% | +175.3% | -151.0% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling