+111.5%
WDAY vs BIIB
-26.8%
+138.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | -10.5% | -4.0% | -6.5% | -9.8% |
| 30D | +2.1% | +5.7% | -3.6% | +1.1% |
| 3M | +34.6% | +10.9% | +23.7% | +32.1% |
| 6M | +29.9% | +14.3% | +15.6% | +26.3% |
| YTD | -13.8% | +22.4% | -36.2% | -17.4% |
| 1Y | -18.3% | +51.1% | -69.3% | -24.8% |
| 3Y | -26.2% | -16.8% | -9.3% | -25.3% |
| 5Y | -30.8% | -28.1% | -2.7% | -29.7% |
| All | +111.5% | -26.8% | +138.3% | +99.6% |
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