+109.9%
BSX vs WST
+452.9%
-342.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | +2.9% | +12.4% | -9.4% | +0.3% |
| 3M | -11.8% | +17.6% | -29.4% | -15.0% |
| 6M | -15.4% | +28.3% | -43.7% | -20.2% |
| YTD | -52.7% | +50.5% | -103.2% | -57.1% |
| 1Y | -56.0% | +49.4% | -105.4% | -60.1% |
| 3Y | -12.5% | +21.9% | -34.4% | -22.3% |
| 5Y | +7.6% | +0.4% | +7.2% | -0.3% |
| 10Y | +109.9% | +451.5% | -341.6% | -10.9% |
| All | +109.9% | +452.9% | -342.9% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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