+81.5%
BSX vs WWD
+490.2%
-408.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -3.7% |
| 7D | -8.2% | -2.9% | -5.3% | -7.3% |
| 30D | -15.8% | -6.6% | -9.2% | -13.9% |
| 3M | -10.8% | -9.3% | -1.5% | -8.7% |
| 6M | -38.4% | -13.6% | -24.8% | -36.3% |
| YTD | -54.8% | +10.4% | -65.2% | -57.5% |
| 1Y | -59.0% | +39.9% | -98.9% | -64.9% |
| 3Y | -20.0% | +165.0% | -185.0% | -47.3% |
| 5Y | -3.1% | +183.8% | -186.9% | -39.4% |
| All | +81.5% | +490.2% | -408.8% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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