+330.0%
BSX vs WAT
+12,173.3%
-11,843.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 3M | -14.2% | +11.3% | -25.5% | -16.7% |
| 6M | -16.4% | +37.4% | -53.9% | -23.5% |
| YTD | -53.5% | +21.2% | -74.7% | -56.5% |
| 1Y | -57.8% | +21.3% | -79.1% | -60.5% |
| 3Y | -17.4% | +83.4% | -100.8% | -33.2% |
| 5Y | +5.4% | +29.0% | -23.6% | -7.7% |
| 10Y | +106.2% | +223.9% | -117.7% | +41.0% |
| All | +330.0% | +12,173.3% | -11,843.4% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling