-2.8%
BSX vs WAB
+221.8%
-224.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.6% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -16.4% | -4.1% | -12.3% | -15.3% |
| 3M | -8.9% | +8.2% | -17.1% | -11.9% |
| 6M | -38.3% | +15.4% | -53.7% | -41.9% |
| YTD | -54.9% | +33.1% | -88.1% | -60.1% |
| 1Y | -58.8% | +48.1% | -106.9% | -65.2% |
| 3Y | -21.2% | +167.7% | -189.0% | -48.9% |
| All | -2.8% | +221.8% | -224.5% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling