+70.4%
BIIB vs WETO
-99.3%
+169.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.4% | -9.2% | +2.2% |
| 7D | +4.3% | +3.6% | +0.7% | +4.3% |
| 30D | +13.8% | -17.2% | +31.1% | +13.8% |
| 3M | +22.1% | -83.7% | +105.8% | +21.7% |
| 6M | +35.9% | -98.3% | +134.2% | +40.8% |
| YTD | +44.6% | -99.0% | +143.6% | +49.4% |
| 1Y | +70.4% | -99.4% | +169.8% | +71.9% |
| All | +70.4% | -99.3% | +169.7% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling