+111.7%
BSX vs WCC
+1,758.7%
-1,647.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.5% | -8.4% | -6.4% |
| 7D | -6.4% | +8.5% | -14.9% | -7.9% |
| 30D | -8.8% | -1.0% | -7.8% | -8.7% |
| 3M | -7.6% | +2.1% | -9.8% | -8.6% |
| 6M | -37.0% | +36.8% | -73.8% | -41.3% |
| YTD | -52.8% | +47.7% | -100.6% | -56.9% |
| 1Y | -58.4% | +66.5% | -124.9% | -63.0% |
| 3Y | -16.5% | +134.2% | -150.7% | -33.0% |
| 5Y | -1.2% | +231.6% | -232.8% | -28.3% |
| 10Y | +83.7% | +508.1% | -424.4% | +9.5% |
| All | +111.7% | +1,758.7% | -1,647.0% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling