+274.2%
BSX vs W
+210.9%
+63.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +3.7% | +0.2% | +3.6% | +3.7% |
| 30D | +3.1% | +6.8% | -3.7% | +2.5% |
| 3M | -14.2% | +10.7% | -24.9% | -15.1% |
| 6M | -16.4% | +86.3% | -102.8% | -21.5% |
| YTD | -53.5% | +11.5% | -65.0% | -54.6% |
| 1Y | -57.8% | +5.1% | -62.9% | -58.6% |
| 3Y | -17.4% | +171.0% | -188.4% | -28.5% |
| 5Y | +5.4% | -56.6% | +62.0% | +0.4% |
| 10Y | +106.2% | +213.4% | -107.2% | +44.9% |
| All | +274.2% | +210.9% | +63.3% | +165.3% |
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