+95.3%
BSX vs WM
+307.5%
-212.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.5% |
| 7D | +2.0% | -0.3% | +2.4% | +2.2% |
| 30D | +0.1% | -2.4% | +2.5% | +1.4% |
| 3M | -2.1% | +0.4% | -2.6% | -2.6% |
| 6M | -33.8% | -9.5% | -24.3% | -30.3% |
| YTD | -49.9% | +0.5% | -50.4% | -50.4% |
| 1Y | -55.4% | -1.1% | -54.4% | -55.6% |
| 3Y | -10.9% | +46.0% | -56.9% | -31.4% |
| 5Y | +6.4% | +51.8% | -45.4% | -21.6% |
| All | +95.3% | +307.5% | -212.2% | -16.0% |
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