+21.7%
WST vs BIIB
+12.4%
+9.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +1.4% | +1.7% | -0.4% | +1.0% |
| 30D | +12.7% | +12.2% | +0.5% | +9.6% |
| 3M | +17.2% | +22.3% | -5.1% | +11.5% |
| 6M | +26.7% | +30.9% | -4.2% | +17.9% |
| YTD | +50.3% | +43.9% | +6.4% | +36.1% |
| 1Y | +50.2% | +62.1% | -11.8% | +32.3% |
| 3Y | +21.7% | +12.7% | +9.1% | +7.0% |
| All | +21.7% | +12.4% | +9.4% | +7.0% |
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