-99.8%
BIYA vs BBWI
-36.6%
-63.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +0.6% |
| 7D | +2.7% | -4.4% | +7.2% | +3.4% |
| 30D | -16.7% | -7.4% | -9.3% | -15.9% |
| 3M | -74.6% | -2.2% | -72.4% | -75.5% |
| 6M | -85.4% | -16.3% | -69.1% | -85.5% |
| YTD | -94.2% | -9.1% | -85.0% | -94.5% |
| 1Y | -98.6% | -34.5% | -64.0% | -98.4% |
| All | -99.8% | -36.6% | -63.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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