+60.7%
BMY vs WTW
+198.0%
-137.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -4.8% | -5.7% | +1.0% | -3.2% |
| 30D | -0.1% | -7.3% | +7.2% | +1.9% |
| 3M | +13.1% | +21.5% | -8.4% | +7.2% |
| 6M | +8.4% | +9.6% | -1.2% | +5.0% |
| YTD | +22.0% | -3.3% | +25.3% | +21.8% |
| 1Y | +40.3% | -6.1% | +46.4% | +41.3% |
| 3Y | +20.5% | +61.8% | -41.3% | +2.3% |
| 5Y | +23.7% | +42.7% | -19.0% | +7.7% |
| All | +60.7% | +198.0% | -137.3% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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