+261.5%
WAB vs BIIB
-20.7%
+282.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | +5.1% | +2.0% | +3.0% | +4.8% |
| 30D | +4.0% | +8.8% | -4.8% | +3.0% |
| 3M | +0.1% | +20.3% | -20.2% | -2.1% |
| 6M | +12.8% | +23.9% | -11.1% | +9.6% |
| YTD | +40.1% | +44.0% | -3.9% | +33.5% |
| 1Y | +46.4% | +53.8% | -7.5% | +38.4% |
| 3Y | +167.4% | +13.8% | +153.5% | +158.4% |
| 5Y | +215.0% | -6.3% | +221.3% | +206.4% |
| All | +261.5% | -20.7% | +282.2% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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