-40.4%
WU vs BIIB
-26.2%
-14.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -3.5% | -1.7% | -1.8% | -3.3% |
| 30D | -2.9% | +4.0% | -6.9% | -3.4% |
| 3M | -2.3% | +8.6% | -10.9% | -3.3% |
| 6M | -25.4% | +14.0% | -39.4% | -26.7% |
| YTD | -21.2% | +23.4% | -44.6% | -23.5% |
| 1Y | -8.9% | +45.9% | -54.8% | -13.4% |
| 3Y | -29.0% | -16.1% | -12.8% | -29.2% |
| 5Y | -50.7% | -27.6% | -23.2% | -50.9% |
| All | -40.4% | -26.2% | -14.2% | -42.7% |
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