+57.5%
BMY vs WST
+448.5%
-391.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | -1.8% |
| 7D | -0.5% | -3.1% | +2.6% | -0.1% |
| 30D | +4.1% | +9.1% | -5.0% | +2.7% |
| 3M | -2.1% | +14.7% | -16.8% | -4.2% |
| 6M | +12.2% | +28.0% | -15.8% | +7.8% |
| YTD | +20.3% | +45.6% | -25.3% | +13.0% |
| 1Y | +39.2% | +45.7% | -6.5% | +30.7% |
| 3Y | +35.6% | +21.1% | +14.5% | +25.7% |
| 5Y | +28.6% | +0.3% | +28.2% | +22.4% |
| All | +57.5% | +448.5% | -391.0% | -0.4% |
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