-3.1%
BSX vs WFC
+124.5%
-127.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -8.2% | +0.3% | -8.5% | -8.2% |
| 30D | -15.8% | +2.3% | -18.1% | -16.3% |
| 3M | -10.8% | +9.8% | -20.6% | -12.9% |
| 6M | -38.4% | +15.6% | -53.9% | -40.6% |
| YTD | -54.8% | -2.4% | -52.4% | -54.8% |
| 1Y | -59.0% | +13.8% | -72.9% | -60.8% |
| 3Y | -20.0% | +134.6% | -154.6% | -38.5% |
| 5Y | -3.1% | +127.9% | -131.0% | -25.7% |
| All | -3.1% | +124.5% | -127.6% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 5y: compounded portfolio wealth divided by compounded WFC 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…
5y analysis · Full analysis span regression · 6 months rolling