+932.4%
BSX vs WST
+12,512.3%
-11,579.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -1.0% | +4.9% | -5.8% | -2.4% |
| 30D | +2.1% | +10.7% | -8.6% | -1.1% |
| 3M | -14.0% | +16.8% | -30.9% | -18.1% |
| 6M | -18.3% | +32.0% | -50.3% | -25.2% |
| YTD | -53.6% | +49.9% | -103.6% | -59.6% |
| 1Y | -57.6% | +50.6% | -108.2% | -63.1% |
| 3Y | -14.3% | +21.4% | -35.7% | -27.4% |
| 5Y | +5.1% | -0.6% | +5.6% | -8.0% |
| 10Y | +105.6% | +449.4% | -343.8% | -7.6% |
| All | +932.4% | +12,512.3% | -11,579.9% | +60.9% |
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 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