+336.4%
WM vs BIIB
-14.6%
+351.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.2% |
| 7D | +1.2% | -2.1% | +3.3% | +1.4% |
| 30D | +13.1% | +11.8% | +1.3% | +11.9% |
| 3M | +3.6% | +20.4% | -16.8% | +1.8% |
| 6M | +8.1% | +30.2% | -22.2% | +5.3% |
| YTD | +8.9% | +41.1% | -32.2% | +5.1% |
| 1Y | +20.3% | +58.4% | -38.1% | +14.8% |
| 3Y | +46.2% | -0.1% | +46.3% | +44.4% |
| 5Y | +59.9% | -10.9% | +70.8% | +58.1% |
| All | +336.4% | -14.6% | +351.0% | +319.8% |
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