+14,226.2%
WST vs BIIB
+7,261.0%
+6,965.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +0.7% | +1.1% | -0.3% | +0.6% |
| 30D | -3.1% | +6.9% | -10.0% | -3.7% |
| 3M | +7.2% | +12.4% | -5.2% | +6.0% |
| 6M | +36.8% | +16.3% | +20.6% | +34.7% |
| YTD | +23.8% | +25.5% | -1.6% | +21.1% |
| 1Y | +37.8% | +57.8% | -20.0% | +31.9% |
| 3Y | -15.9% | -17.3% | +1.4% | -15.3% |
| 5Y | -25.8% | -33.8% | +8.0% | -24.6% |
| 10Y | +319.6% | -29.6% | +349.2% | +310.3% |
| All | +14,226.2% | +7,261.0% | +6,965.2% | +10,766.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling