+303.4%
BSX vs W
+176.2%
+127.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.6% |
| 7D | +2.0% | -4.2% | +6.2% | +2.4% |
| 30D | +0.1% | -7.6% | +7.7% | +0.7% |
| 3M | -2.1% | +37.2% | -39.3% | -5.4% |
| 6M | -33.8% | +26.3% | -60.1% | -35.8% |
| YTD | -49.9% | -1.0% | -48.9% | -50.5% |
| 1Y | -55.4% | +20.1% | -75.5% | -56.9% |
| 3Y | -10.9% | +37.8% | -48.6% | -18.2% |
| 5Y | +6.4% | -63.7% | +70.1% | +2.9% |
| 10Y | +97.0% | +156.3% | -59.3% | +40.5% |
| All | +303.4% | +176.2% | +127.2% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling