+302.1%
WDAY vs BIIB
+49.7%
+252.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.7% | -5.0% |
| 7D | -4.4% | +1.1% | -5.4% | -4.6% |
| 30D | +14.7% | +6.9% | +7.9% | +13.1% |
| 3M | +32.4% | +12.4% | +20.0% | +29.0% |
| 6M | +36.9% | +16.3% | +20.6% | +32.0% |
| YTD | -8.8% | +25.5% | -34.3% | -13.7% |
| 1Y | -15.3% | +57.8% | -73.1% | -23.9% |
| 3Y | -21.2% | -17.3% | -3.9% | -20.0% |
| 5Y | -29.5% | -33.8% | +4.3% | -26.6% |
| 10Y | +120.0% | -29.6% | +149.6% | +103.5% |
| All | +302.1% | +49.7% | +252.4% | +195.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling