+101.6%
BSX vs WM
+337.2%
-235.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.8% | +2.9% |
| 7D | -0.7% | -0.5% | -0.2% | -0.4% |
| 30D | +3.0% | +13.3% | -10.3% | -3.9% |
| 3M | -10.7% | +4.4% | -15.1% | -12.9% |
| 6M | -18.4% | +10.8% | -29.2% | -23.1% |
| YTD | -53.8% | +9.1% | -62.9% | -56.3% |
| 1Y | -56.0% | +19.1% | -75.1% | -60.5% |
| 3Y | -14.4% | +45.7% | -60.1% | -33.4% |
| 5Y | +2.9% | +60.4% | -57.6% | -26.1% |
| 10Y | +101.6% | +328.7% | -227.2% | -8.8% |
| All | +101.6% | +337.2% | -235.6% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling