-17.6%
BSX vs WAT
+52.7%
-70.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.7% |
| 7D | -6.4% | -0.7% | -5.7% | -6.4% |
| 30D | -8.8% | -1.0% | -7.8% | -8.7% |
| 3M | -7.6% | +10.9% | -18.5% | -8.6% |
| 6M | -37.0% | +33.2% | -70.1% | -39.1% |
| YTD | -52.8% | +6.1% | -58.9% | -53.2% |
| 1Y | -58.4% | +30.2% | -88.6% | -59.9% |
| All | -17.6% | +52.7% | -70.2% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling