+1,016.5%
BSX vs WFC
+4,614.3%
-3,597.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.6% |
| 7D | +2.0% | +3.8% | -1.7% | +0.9% |
| 30D | +0.1% | +1.5% | -1.4% | -0.4% |
| 3M | -2.1% | +10.9% | -13.0% | -5.2% |
| 6M | -33.8% | +8.4% | -42.2% | -35.6% |
| YTD | -49.9% | -1.9% | -48.0% | -50.0% |
| 1Y | -55.4% | +12.3% | -67.8% | -57.5% |
| 3Y | -10.9% | +132.3% | -143.2% | -32.9% |
| 5Y | +6.4% | +130.1% | -123.7% | -21.3% |
| 10Y | +97.0% | +134.4% | -37.4% | +37.1% |
| All | +1,016.5% | +4,614.3% | -3,597.8% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling