+273.0%
BSX vs W
+209.7%
+63.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.8% |
| 7D | -1.0% | -1.7% | +0.7% | -0.8% |
| 30D | +2.1% | +3.2% | -1.2% | +1.7% |
| 3M | -14.0% | +8.3% | -22.3% | -14.7% |
| 6M | -18.3% | +84.3% | -102.6% | -23.2% |
| YTD | -53.6% | +11.0% | -64.7% | -54.7% |
| 1Y | -57.6% | -0.2% | -57.3% | -58.2% |
| 3Y | -14.3% | +157.9% | -172.2% | -25.5% |
| 5Y | +5.1% | -56.8% | +61.9% | +0.1% |
| 10Y | +105.6% | +212.2% | -106.6% | +44.5% |
| All | +273.0% | +209.7% | +63.3% | +164.5% |
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