-17.6%
BSX vs W
+38.0%
-55.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -7.0% | +5.9% | -13.0% | -7.4% |
| 30D | -10.9% | -3.0% | -7.9% | -10.7% |
| 3M | -8.2% | +40.3% | -48.5% | -10.7% |
| 6M | -37.5% | +32.2% | -69.7% | -39.1% |
| YTD | -52.8% | -0.3% | -52.6% | -53.3% |
| 1Y | -58.4% | +16.2% | -74.6% | -59.2% |
| All | -17.6% | +38.0% | -55.6% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 3y: compounded portfolio wealth divided by compounded W 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…
3y analysis · Full analysis span regression · 6 months rolling