+302.9%
WM vs BIIB
-31.7%
+334.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.2% |
| 7D | -0.9% | -1.6% | +0.7% | -0.8% |
| 30D | -4.3% | +2.2% | -6.5% | -4.6% |
| 3M | +0.8% | +10.3% | -9.6% | -0.3% |
| 6M | -10.8% | +14.9% | -25.7% | -12.1% |
| YTD | -0.1% | +20.7% | -20.8% | -2.2% |
| 1Y | +1.0% | +50.3% | -49.3% | -3.3% |
| 3Y | +45.1% | -18.0% | +63.0% | +45.9% |
| 5Y | +52.1% | -33.9% | +86.0% | +54.7% |
| 10Y | +302.9% | -30.9% | +333.9% | +296.8% |
| All | +302.9% | -31.7% | +334.7% | +296.8% |
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