+458.6%
WST vs BIIB
-20.7%
+479.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +1.0% |
| 7D | +4.2% | +2.0% | +2.2% | +3.9% |
| 30D | +11.2% | +8.8% | +2.4% | +9.6% |
| 3M | +20.4% | +20.3% | +0.1% | +16.6% |
| 6M | +37.9% | +23.9% | +14.0% | +32.6% |
| YTD | +51.8% | +44.0% | +7.8% | +42.1% |
| 1Y | +56.6% | +53.8% | +2.8% | +45.0% |
| 3Y | +24.2% | +13.8% | +10.4% | +18.8% |
| 5Y | +0.7% | -6.3% | +7.0% | -2.4% |
| All | +458.6% | -20.7% | +479.4% | +424.4% |
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