+120.7%
WMB vs BIIB
+13.5%
+107.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +1.6% | -0.4% | +2.0% | +1.6% |
| 30D | -7.1% | +10.5% | -17.5% | -7.2% |
| 3M | -4.0% | +24.3% | -28.3% | -4.5% |
| 6M | -5.7% | +28.0% | -33.7% | -6.4% |
| YTD | +17.2% | +44.0% | -26.8% | +15.2% |
| 1Y | +17.2% | +58.8% | -41.6% | +14.1% |
| All | +120.7% | +13.5% | +107.2% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling