-21.0%
BSX vs WAB
+164.6%
-185.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.1% | -4.1% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | -15.8% | -5.9% | -9.9% | -14.5% |
| 3M | -10.8% | +9.4% | -20.2% | -13.5% |
| 6M | -38.4% | +13.8% | -52.2% | -41.1% |
| YTD | -54.8% | +31.8% | -86.6% | -59.0% |
| 1Y | -59.0% | +48.5% | -107.6% | -64.6% |
| All | -21.0% | +164.6% | -185.6% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling