+166.3%
BSX vs WCN
+6,767.3%
-6,601.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.6% |
| 7D | -6.4% | -0.4% | -6.0% | -6.3% |
| 30D | -8.8% | -2.1% | -6.7% | -8.3% |
| 3M | -7.6% | +6.4% | -14.0% | -9.2% |
| 6M | -37.0% | -3.7% | -33.3% | -36.5% |
| YTD | -52.8% | -6.4% | -46.5% | -52.3% |
| 1Y | -58.4% | -7.9% | -50.5% | -57.7% |
| 3Y | -16.5% | +20.8% | -37.3% | -21.3% |
| 5Y | -1.2% | +29.0% | -30.1% | -8.7% |
| 10Y | +83.7% | +236.4% | -152.6% | +36.8% |
| All | +166.3% | +6,767.3% | -6,601.0% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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