+81.0%
BSX vs WTW
+198.0%
-117.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -10.1% | -5.7% | -4.4% | -7.8% |
| 30D | -16.4% | -7.3% | -9.2% | -13.8% |
| 3M | -8.9% | +21.5% | -30.3% | -16.6% |
| 6M | -38.3% | +9.6% | -47.9% | -41.4% |
| YTD | -54.9% | -3.3% | -51.6% | -55.2% |
| 1Y | -58.8% | -6.1% | -52.7% | -58.6% |
| 3Y | -21.2% | +61.8% | -83.1% | -40.7% |
| 5Y | -3.3% | +42.7% | -46.0% | -23.9% |
| All | +81.0% | +198.0% | -117.1% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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