+525.4%
WPM vs BIIB
-26.2%
+551.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | -0.6% | -1.7% | +1.1% | -0.4% |
| 30D | +14.4% | +4.0% | +10.5% | +14.1% |
| 3M | +37.0% | +8.6% | +28.4% | +36.0% |
| 6M | +4.1% | +14.0% | -9.9% | +2.9% |
| YTD | +31.7% | +23.4% | +8.3% | +29.2% |
| 1Y | +44.2% | +45.9% | -1.7% | +39.4% |
| 3Y | +265.5% | -16.1% | +281.6% | +268.2% |
| 5Y | +262.5% | -27.6% | +290.1% | +263.9% |
| All | +525.4% | -26.2% | +551.6% | +546.6% |
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