-17.4%
BSX vs WAT
+82.3%
-99.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +3.7% | +0.6% | +3.1% | +3.7% |
| 30D | +3.1% | +5.4% | -2.3% | +2.5% |
| 3M | -14.2% | +11.3% | -25.5% | -15.2% |
| 6M | -16.4% | +37.4% | -53.9% | -19.3% |
| YTD | -53.5% | +21.2% | -74.7% | -54.5% |
| 1Y | -57.8% | +21.3% | -79.1% | -58.7% |
| 3Y | -17.4% | +83.4% | -100.8% | -25.1% |
| All | -17.4% | +82.3% | -99.8% | -25.1% |
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