-28.3%
BIIB vs WSM
+1,071.8%
-1,100.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -1.7% | -0.5% | -1.1% | -1.6% |
| 30D | +4.0% | -7.7% | +11.7% | +5.6% |
| 3M | +8.6% | +3.8% | +4.8% | +7.6% |
| 6M | +14.0% | +22.7% | -8.7% | +9.1% |
| YTD | +23.4% | +28.0% | -4.6% | +16.7% |
| 1Y | +45.9% | +12.7% | +33.2% | +41.1% |
| 3Y | -16.1% | +231.3% | -247.4% | -37.8% |
| 5Y | -27.6% | +177.2% | -204.8% | -46.3% |
| All | -28.3% | +1,071.8% | -1,100.0% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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