+222.8%
BMY vs WTW
+1,094.8%
-872.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | +0.5% |
| 7D | -4.8% | -7.1% | +2.3% | -3.0% |
| 30D | -0.7% | -8.5% | +7.9% | +1.6% |
| 3M | +15.3% | +20.6% | -5.2% | +9.8% |
| 6M | +8.5% | +7.2% | +1.3% | +5.9% |
| YTD | +23.4% | -3.9% | +27.3% | +23.4% |
| 1Y | +42.9% | -3.6% | +46.5% | +42.6% |
| 3Y | +22.0% | +60.7% | -38.7% | +5.5% |
| 5Y | +24.3% | +42.2% | -17.8% | +9.8% |
| 10Y | +64.6% | +195.5% | -130.9% | +17.1% |
| All | +222.8% | +1,094.8% | -872.1% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling