-29.4%
WU vs BIIB
-17.2%
-12.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.4% |
| 7D | -5.0% | -4.0% | -0.9% | -3.8% |
| 30D | -2.3% | +5.7% | -7.9% | -4.0% |
| 3M | -3.2% | +10.9% | -14.1% | -6.4% |
| 6M | -25.0% | +14.3% | -39.4% | -28.5% |
| YTD | -21.7% | +22.4% | -44.1% | -27.2% |
| 1Y | -9.0% | +51.1% | -60.0% | -21.8% |
| All | -29.4% | -17.2% | -12.2% | -30.9% |
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