-59.0%
BSX vs WAT
+34.9%
-93.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.4% | -4.1% |
| 7D | -8.2% | -2.9% | -5.3% | -8.1% |
| 30D | -15.8% | -3.2% | -12.6% | -15.7% |
| 3M | -10.8% | +10.6% | -21.4% | -11.0% |
| 6M | -38.4% | +34.0% | -72.4% | -39.2% |
| YTD | -54.8% | +5.7% | -60.5% | -54.8% |
| 1Y | -59.0% | +37.1% | -96.1% | -58.7% |
| All | -59.0% | +34.9% | -93.9% | -58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling