-23.8%
WU vs BIIB
+374.2%
-398.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.7% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | -1.1% | +2.2% | -3.3% | -1.6% |
| 3M | -1.8% | +10.3% | -12.1% | -3.8% |
| 6M | -23.9% | +14.9% | -38.9% | -26.4% |
| YTD | -20.4% | +20.7% | -41.2% | -23.9% |
| 1Y | -10.6% | +50.3% | -60.9% | -18.4% |
| 3Y | -27.7% | -18.0% | -9.8% | -26.5% |
| 5Y | -51.1% | -33.9% | -17.2% | -49.2% |
| 10Y | -40.7% | -30.9% | -9.8% | -46.5% |
| All | -23.8% | +374.2% | -398.1% | -70.2% |
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