+1,016.5%
BSX vs WST
+10,318.4%
-9,301.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | +2.0% | +0.7% | +1.3% | +1.8% |
| 30D | +0.1% | -3.1% | +3.3% | +1.0% |
| 3M | -2.1% | +7.2% | -9.4% | -4.4% |
| 6M | -33.8% | +36.8% | -70.6% | -40.3% |
| YTD | -49.9% | +23.8% | -73.7% | -53.7% |
| 1Y | -55.4% | +37.8% | -93.2% | -60.4% |
| 3Y | -10.9% | -15.9% | +5.0% | -15.0% |
| 5Y | +6.4% | -25.8% | +32.2% | +2.5% |
| 10Y | +97.0% | +319.6% | -222.6% | -3.6% |
| All | +1,016.5% | +10,318.4% | -9,301.9% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling