+142.7%
WFC vs BIIB
-26.8%
+169.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.6% |
| 7D | +0.3% | -4.0% | +4.3% | +0.9% |
| 30D | +2.3% | +5.7% | -3.4% | +1.5% |
| 3M | +9.8% | +10.9% | -1.2% | +7.9% |
| 6M | +15.6% | +14.3% | +1.2% | +12.8% |
| YTD | -2.4% | +22.4% | -24.9% | -5.9% |
| 1Y | +13.8% | +51.1% | -37.2% | +6.1% |
| 3Y | +134.6% | -16.8% | +151.5% | +136.6% |
| 5Y | +127.9% | -28.1% | +156.1% | +130.9% |
| All | +142.7% | -26.8% | +169.4% | +127.3% |
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