+386.5%
BSX vs WTW
+1,101.3%
-714.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.3% |
| 7D | -8.2% | -7.8% | -0.4% | -5.2% |
| 30D | -15.8% | -7.9% | -7.9% | -13.2% |
| 3M | -10.8% | +19.9% | -30.8% | -17.3% |
| 6M | -38.4% | +9.8% | -48.2% | -41.3% |
| YTD | -54.8% | -3.3% | -51.5% | -55.0% |
| 1Y | -59.0% | -3.3% | -55.7% | -59.4% |
| 3Y | -20.0% | +61.5% | -81.5% | -36.7% |
| 5Y | -3.1% | +42.6% | -45.6% | -20.2% |
| 10Y | +83.3% | +197.1% | -113.7% | +10.7% |
| All | +386.5% | +1,101.3% | -714.8% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling