+1,637.4%
BMY vs WST
+14,518.0%
-12,880.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | -1.9% |
| 7D | -0.5% | -3.1% | +2.6% | +0.1% |
| 30D | +4.1% | +9.1% | -5.0% | +2.3% |
| 3M | -2.1% | +14.7% | -16.8% | -4.9% |
| 6M | +12.2% | +28.0% | -15.8% | +6.6% |
| YTD | +20.3% | +45.6% | -25.3% | +10.9% |
| 1Y | +39.2% | +45.7% | -6.5% | +28.3% |
| 3Y | +35.6% | +21.1% | +14.5% | +23.0% |
| 5Y | +28.6% | +0.3% | +28.2% | +18.4% |
| 10Y | +73.9% | +449.0% | -375.2% | +5.2% |
| All | +1,637.4% | +14,518.0% | -12,880.6% | +464.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling