+475.7%
BSX vs WAB
+4,115.8%
-3,640.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.0% |
| 7D | -6.4% | +1.7% | -8.1% | -6.9% |
| 30D | -8.8% | -2.4% | -6.4% | -8.3% |
| 3M | -7.6% | +9.7% | -17.3% | -10.2% |
| 6M | -37.0% | +16.5% | -53.5% | -39.8% |
| YTD | -52.8% | +33.7% | -86.6% | -56.6% |
| 1Y | -58.4% | +49.7% | -108.1% | -63.0% |
| 3Y | -16.5% | +170.9% | -187.4% | -36.6% |
| 5Y | -1.2% | +228.0% | -229.2% | -29.1% |
| 10Y | +83.7% | +284.8% | -201.1% | +20.5% |
| All | +475.7% | +4,115.8% | -3,640.0% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling