+7.3%
BSX vs WAT
+28.6%
-21.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +3.7% | +0.6% | +3.1% | +3.6% |
| 30D | +3.1% | +5.4% | -2.3% | +2.0% |
| 3M | -14.2% | +11.3% | -25.5% | -16.0% |
| 6M | -16.4% | +37.4% | -53.9% | -21.5% |
| YTD | -53.5% | +21.2% | -74.7% | -55.5% |
| 1Y | -57.8% | +21.3% | -79.1% | -59.6% |
| 3Y | -17.4% | +83.4% | -100.8% | -32.2% |
| All | +7.3% | +28.6% | -21.3% | -3.9% |
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