-2.5%
BSX vs WSM
+172.3%
-174.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -4.0% |
| 7D | -8.2% | +0.4% | -8.6% | -8.2% |
| 30D | -15.8% | -10.7% | -5.1% | -14.8% |
| 3M | -10.8% | +8.5% | -19.3% | -11.6% |
| 6M | -38.4% | +19.6% | -58.0% | -39.7% |
| YTD | -54.8% | +26.6% | -81.4% | -56.1% |
| 1Y | -59.0% | +12.0% | -71.0% | -59.8% |
| 3Y | -20.0% | +226.6% | -246.6% | -33.1% |
| All | -2.5% | +172.3% | -174.8% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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