+34.1%
WST vs BIIB
+49.3%
-15.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -1.7% | -5.4% | +3.7% | -0.3% |
| 30D | -4.3% | +1.7% | -6.1% | -4.8% |
| 3M | +0.7% | +5.8% | -5.1% | -1.3% |
| 6M | +36.0% | +11.9% | +24.1% | +30.1% |
| YTD | +22.7% | +19.7% | +3.0% | +13.9% |
| 1Y | +34.1% | +46.7% | -12.6% | +15.1% |
| All | +34.1% | +49.3% | -15.2% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling