+81.0%
BSX vs WCC
+541.6%
-460.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.0% |
| 7D | -10.1% | +1.5% | -11.6% | -10.4% |
| 30D | -16.4% | -2.1% | -14.3% | -16.2% |
| 3M | -8.9% | +3.8% | -12.7% | -10.2% |
| 6M | -38.3% | +35.0% | -73.3% | -42.9% |
| YTD | -54.9% | +46.4% | -101.3% | -59.2% |
| 1Y | -58.8% | +63.0% | -121.8% | -63.8% |
| 3Y | -21.2% | +133.9% | -155.2% | -39.3% |
| 5Y | -3.3% | +226.5% | -229.9% | -35.0% |
| All | +81.0% | +541.6% | -460.7% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling