+22.3%
BMY vs WST
-25.8%
+48.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | -3.3% | -0.3% | -3.1% | -3.3% |
| 30D | 0.0% | -4.6% | +4.6% | +0.4% |
| 3M | +17.7% | +5.7% | +12.0% | +17.0% |
| 6M | +9.6% | +37.6% | -27.9% | +5.8% |
| YTD | +24.0% | +23.0% | +0.9% | +20.9% |
| 1Y | +45.1% | +33.8% | +11.3% | +40.2% |
| 3Y | +22.5% | -13.4% | +35.8% | +19.8% |
| 5Y | +22.3% | -27.0% | +49.2% | +22.0% |
| All | +22.3% | -25.8% | +48.1% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling