+64.6%
BMY vs WST
+325.7%
-261.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.8% | -1.7% | -3.1% | -4.6% |
| 30D | -0.7% | -4.3% | +3.7% | 0.0% |
| 3M | +15.3% | +0.7% | +14.6% | +15.1% |
| 6M | +8.5% | +36.0% | -27.5% | +3.2% |
| YTD | +23.4% | +22.7% | +0.7% | +19.1% |
| 1Y | +42.9% | +34.1% | +8.8% | +35.7% |
| 3Y | +22.0% | -13.6% | +35.5% | +19.7% |
| 5Y | +24.3% | -26.0% | +50.3% | +25.5% |
| 10Y | +64.6% | +335.8% | -271.2% | +6.4% |
| All | +64.6% | +325.7% | -261.1% | +6.4% |
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