+81.5%
BSX vs WAT
+166.5%
-85.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.4% | -3.9% |
| 7D | -8.2% | -2.9% | -5.3% | -7.3% |
| 30D | -15.8% | -3.2% | -12.6% | -14.9% |
| 3M | -10.8% | +10.6% | -21.4% | -13.8% |
| 6M | -38.4% | +34.0% | -72.4% | -44.7% |
| YTD | -54.8% | +5.7% | -60.5% | -56.4% |
| 1Y | -59.0% | +37.1% | -96.1% | -64.1% |
| 3Y | -20.0% | +52.4% | -72.4% | -37.3% |
| 5Y | -3.1% | -4.4% | +1.4% | -8.1% |
| All | +81.5% | +166.5% | -85.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling