+417.7%
WCC vs BIIB
-20.7%
+438.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.8% | -1.9% |
| 7D | +9.9% | +2.0% | +7.9% | +9.6% |
| 30D | -8.4% | +8.8% | -17.3% | -9.9% |
| 3M | -10.3% | +20.3% | -30.6% | -13.5% |
| 6M | -10.5% | +23.9% | -34.4% | -14.6% |
| YTD | +32.2% | +44.0% | -11.8% | +21.9% |
| 1Y | +25.5% | +53.8% | -28.3% | +14.3% |
| 3Y | +134.7% | +13.8% | +120.8% | +124.5% |
| 5Y | +139.9% | -6.3% | +146.2% | +133.6% |
| All | +417.7% | -20.7% | +438.4% | +364.8% |
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 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