-54.9%
BSX vs WETO
-99.3%
+44.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -2.6% |
| 7D | +4.6% | +4.4% | +0.1% | +4.6% |
| 30D | +5.8% | -17.8% | +23.6% | +5.8% |
| 3M | -6.5% | -83.1% | +76.6% | -7.0% |
| 6M | -20.3% | -98.3% | +78.1% | -22.6% |
| YTD | -53.2% | -99.0% | +45.8% | -54.0% |
| 1Y | -54.9% | -99.3% | +44.4% | -54.3% |
| All | -54.9% | -99.3% | +44.5% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling