-99.8%
BIYA vs BWA
+133.0%
-232.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.7% |
| 7D | +2.7% | +0.1% | +2.6% | +2.8% |
| 30D | -16.7% | -5.6% | -11.1% | -17.4% |
| 3M | -74.6% | -10.7% | -63.9% | -74.3% |
| 6M | -85.4% | +23.2% | -108.6% | -85.2% |
| YTD | -94.2% | +46.0% | -140.2% | -94.6% |
| 1Y | -98.6% | +51.2% | -149.7% | -98.7% |
| All | -99.8% | +133.0% | -232.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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