+1,749.1%
BMY vs WST
+12,330.1%
-10,581.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +0.4% | +0.7% | -0.4% | +0.2% |
| 30D | +5.0% | -3.1% | +8.2% | +5.7% |
| 3M | +19.4% | +7.2% | +12.2% | +17.6% |
| 6M | +9.5% | +36.8% | -27.3% | +2.5% |
| YTD | +28.1% | +23.8% | +4.2% | +22.0% |
| 1Y | +50.0% | +37.8% | +12.2% | +39.5% |
| 3Y | +24.1% | -15.9% | +40.0% | +21.5% |
| 5Y | +25.0% | -25.8% | +50.8% | +22.7% |
| 10Y | +68.7% | +319.6% | -250.9% | +7.9% |
| All | +1,749.1% | +12,330.1% | -10,581.0% | +520.5% |
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