-13.4%
WST vs BIIB
-19.0%
+5.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.3% |
| 7D | -0.3% | -1.6% | +1.4% | +0.1% |
| 30D | -4.6% | +2.2% | -6.8% | -5.2% |
| 3M | +5.7% | +10.3% | -4.6% | +2.7% |
| 6M | +37.6% | +14.9% | +22.6% | +31.7% |
| YTD | +23.0% | +20.7% | +2.3% | +16.2% |
| 1Y | +33.8% | +50.3% | -16.5% | +19.7% |
| 3Y | -13.4% | -18.0% | +4.6% | -14.8% |
| All | -13.4% | -19.0% | +5.6% | -14.8% |
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