-1.2%
BSX vs WST
-25.8%
+24.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.8% |
| 7D | -6.4% | -0.3% | -6.2% | -6.4% |
| 30D | -8.8% | -4.6% | -4.2% | -8.2% |
| 3M | -7.6% | +5.7% | -13.3% | -8.4% |
| 6M | -37.0% | +37.6% | -74.5% | -39.6% |
| YTD | -52.8% | +23.0% | -75.9% | -54.2% |
| 1Y | -58.4% | +33.8% | -92.2% | -60.2% |
| 3Y | -16.5% | -13.4% | -3.1% | -16.9% |
| 5Y | -1.2% | -27.0% | +25.8% | +0.9% |
| All | -1.2% | -25.8% | +24.6% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling