-28.1%
BIIB vs WSM
+171.2%
-199.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | -4.0% | +0.4% | -4.5% | -4.1% |
| 30D | +5.7% | -10.7% | +16.4% | +7.7% |
| 3M | +10.9% | +8.5% | +2.4% | +9.2% |
| 6M | +14.3% | +19.6% | -5.3% | +10.5% |
| YTD | +22.4% | +26.6% | -4.2% | +16.9% |
| 1Y | +51.1% | +12.0% | +39.1% | +47.0% |
| 3Y | -16.8% | +226.6% | -243.5% | -36.7% |
| 5Y | -28.1% | +174.1% | -202.3% | -46.0% |
| All | -28.1% | +171.2% | -199.3% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling