-33.5%
WDAY vs BIIB
-7.5%
-26.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.9% | +2.7% |
| 7D | +1.8% | +2.0% | -0.2% | +1.3% |
| 30D | +4.1% | +8.8% | -4.8% | +1.7% |
| 3M | -4.8% | +20.3% | -25.1% | -9.5% |
| 6M | +68.6% | +23.9% | +44.7% | +58.8% |
| YTD | -8.5% | +44.0% | -52.5% | -17.6% |
| 1Y | -12.1% | +53.8% | -65.9% | -22.3% |
| 3Y | -13.2% | +13.8% | -27.0% | -18.6% |
| All | -33.5% | -7.5% | -26.1% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling