+81.5%
BSX vs WST
+341.6%
-260.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.6% |
| 7D | -8.2% | +0.4% | -8.6% | -8.3% |
| 30D | -15.8% | -2.0% | -13.8% | -15.5% |
| 3M | -10.8% | +4.1% | -14.9% | -11.8% |
| 6M | -38.4% | +47.4% | -85.8% | -43.7% |
| YTD | -54.8% | +25.4% | -80.2% | -57.4% |
| 1Y | -59.0% | +35.3% | -94.3% | -62.2% |
| 3Y | -20.0% | -11.7% | -8.3% | -22.5% |
| 5Y | -3.1% | -24.0% | +21.0% | -3.0% |
| All | +81.5% | +341.6% | -260.2% | -11.7% |
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