+303.5%
WDAY vs BIIB
+71.8%
+231.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.9% | +2.8% |
| 7D | +1.8% | +2.0% | -0.2% | +1.4% |
| 30D | +4.1% | +8.8% | -4.8% | +2.1% |
| 3M | -4.8% | +20.3% | -25.1% | -8.6% |
| 6M | +68.6% | +23.9% | +44.7% | +60.6% |
| YTD | -8.5% | +44.0% | -52.5% | -16.0% |
| 1Y | -12.1% | +53.8% | -65.9% | -20.4% |
| 3Y | -13.2% | +13.8% | -27.0% | -17.7% |
| 5Y | -33.7% | -6.3% | -27.4% | -35.7% |
| 10Y | +137.4% | -20.6% | +158.0% | +114.8% |
| All | +303.5% | +71.8% | +231.7% | +187.5% |
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