+1,232.7%
BSX vs WWD
+15,097.2%
-13,864.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -5.3% |
| 7D | -6.4% | +0.8% | -7.2% | -6.6% |
| 30D | -8.8% | -6.4% | -2.4% | -7.1% |
| 3M | -7.6% | -5.6% | -2.0% | -6.8% |
| 6M | -37.0% | -9.1% | -27.9% | -36.1% |
| YTD | -52.8% | +12.5% | -65.3% | -55.2% |
| 1Y | -58.4% | +41.3% | -99.7% | -63.2% |
| 3Y | -16.5% | +170.2% | -186.7% | -39.7% |
| 5Y | -1.2% | +192.5% | -193.7% | -31.5% |
| 10Y | +83.7% | +476.9% | -393.1% | +0.5% |
| All | +1,232.7% | +15,097.2% | -13,864.5% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling