-53.6%
BSX vs WAB
+46.5%
-100.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.2% | +5.3% |
| 7D | +8.0% | +4.5% | +3.5% | +7.8% |
| 30D | +8.1% | +1.1% | +7.0% | +8.0% |
| 3M | -6.7% | -1.3% | -5.4% | -6.6% |
| 6M | -19.4% | +12.7% | -32.1% | -20.0% |
| YTD | -51.9% | +38.7% | -90.6% | -53.0% |
| 1Y | -53.6% | +44.9% | -98.6% | -55.4% |
| All | -53.6% | +46.5% | -100.2% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling