+60.1%
BMY vs WST
+456.5%
-396.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.5% | +1.6% |
| 7D | +2.1% | +4.2% | -2.1% | +1.4% |
| 30D | +7.0% | +11.2% | -4.2% | +5.3% |
| 3M | -0.9% | +20.4% | -21.2% | -3.7% |
| 6M | +14.9% | +37.9% | -22.9% | +9.3% |
| YTD | +22.8% | +51.8% | -29.0% | +14.6% |
| 1Y | +36.2% | +56.6% | -20.4% | +26.5% |
| 3Y | +45.7% | +24.2% | +21.5% | +34.6% |
| 5Y | +31.3% | +0.7% | +30.6% | +25.4% |
| All | +60.1% | +456.5% | -396.5% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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