-1.0%
BSX vs WAT
-4.9%
+3.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -7.0% | -1.8% | -5.3% | -6.7% |
| 30D | -10.9% | -1.7% | -9.2% | -10.6% |
| 3M | -8.2% | +9.1% | -17.2% | -9.7% |
| 6M | -37.5% | +32.4% | -69.9% | -41.2% |
| YTD | -52.8% | +6.6% | -59.4% | -53.8% |
| 1Y | -58.4% | +34.7% | -93.1% | -61.4% |
| 3Y | -16.5% | +53.6% | -70.1% | -28.8% |
| 5Y | -1.0% | -4.1% | +3.1% | -0.9% |
| All | -1.0% | -4.9% | +3.9% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling