+4.7%
WY vs BIIB
-26.2%
+30.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -4.2% | -1.7% | -2.5% | -3.9% |
| 30D | -10.1% | +4.0% | -14.0% | -10.8% |
| 3M | -8.5% | +8.6% | -17.1% | -10.2% |
| 6M | -3.3% | +14.0% | -17.3% | -6.2% |
| YTD | -4.4% | +23.4% | -27.8% | -9.0% |
| 1Y | -11.5% | +45.9% | -57.4% | -18.5% |
| 3Y | -24.3% | -16.1% | -8.2% | -23.8% |
| 5Y | -21.3% | -27.6% | +6.3% | -20.1% |
| All | +4.7% | -26.2% | +30.9% | +0.4% |
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