+363.5%
BSX vs WAT
+10,816.8%
-10,453.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +2.0% | -1.3% | +3.3% | +2.4% |
| 30D | +0.1% | +2.3% | -2.2% | -0.5% |
| 3M | -2.1% | +8.7% | -10.9% | -4.4% |
| 6M | -33.8% | +28.3% | -62.1% | -38.6% |
| YTD | -49.9% | +7.8% | -57.6% | -51.6% |
| 1Y | -55.4% | +36.6% | -92.0% | -59.7% |
| 3Y | -10.9% | +45.7% | -56.5% | -23.4% |
| 5Y | +6.4% | -3.3% | +9.7% | +0.6% |
| 10Y | +97.0% | +162.1% | -65.1% | +42.1% |
| All | +363.5% | +10,816.8% | -10,453.3% | +49.0% |
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