+935.7%
BSX vs WFC
+4,435.7%
-3,500.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +3.7% | +2.5% | +1.2% | +3.0% |
| 30D | +3.1% | +7.0% | -3.9% | +1.1% |
| 3M | -14.2% | -1.8% | -12.5% | -13.9% |
| 6M | -16.4% | +18.4% | -34.8% | -20.6% |
| YTD | -53.5% | -5.6% | -47.9% | -53.1% |
| 1Y | -57.8% | +3.9% | -61.6% | -58.7% |
| 3Y | -17.4% | +126.3% | -143.8% | -37.4% |
| 5Y | +5.4% | +91.1% | -85.7% | -17.5% |
| 10Y | +106.2% | +118.5% | -12.3% | +46.7% |
| All | +935.7% | +4,435.7% | -3,500.0% | +155.1% |
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