+507.5%
WCC vs BIIB
-26.8%
+534.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.5% | -3.7% |
| 7D | +1.7% | -4.0% | +5.7% | +2.4% |
| 30D | -6.1% | +5.7% | -11.7% | -7.1% |
| 3M | +3.1% | +10.9% | -7.8% | +0.4% |
| 6M | +28.2% | +14.3% | +13.9% | +23.7% |
| YTD | +41.1% | +22.4% | +18.7% | +34.1% |
| 1Y | +61.3% | +51.1% | +10.2% | +46.8% |
| 3Y | +123.6% | -16.8% | +140.5% | +126.4% |
| 5Y | +214.8% | -28.1% | +242.9% | +220.8% |
| All | +507.5% | -26.8% | +534.3% | +473.3% |
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