+26.4%
WCC vs BIIB
+68.6%
-42.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.2% | -12.1% | -9.8% |
| 7D | -8.8% | +4.3% | -13.0% | -8.6% |
| 30D | -16.0% | +13.8% | -29.8% | -15.8% |
| 3M | -15.2% | +22.1% | -37.3% | -15.0% |
| 6M | -8.4% | +35.9% | -44.3% | -9.5% |
| YTD | +30.1% | +44.6% | -14.5% | +25.3% |
| 1Y | +26.4% | +70.4% | -44.0% | +14.8% |
| All | +26.4% | +68.6% | -42.2% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling