+94.0%
BSX vs SW
+182.7%
-88.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.2% |
| 7D | +1.8% | +2.3% | -0.5% | +1.7% |
| 30D | +2.8% | +6.8% | -4.0% | +2.3% |
| 3M | -13.3% | -5.2% | -8.1% | -13.0% |
| 6M | -23.7% | +7.4% | -31.1% | -24.2% |
| YTD | -55.2% | +17.4% | -72.6% | -56.0% |
| 1Y | -56.8% | +27.1% | -83.9% | -57.9% |
| 3Y | -19.0% | +47.9% | -66.9% | -22.4% |
| 5Y | -0.9% | -2.6% | +1.6% | -4.0% |
| All | +94.0% | +182.7% | -88.7% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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