-99.8%
BIYA vs BWA
+136.6%
-236.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.3% |
| 7D | +2.7% | +4.3% | -1.6% | +3.4% |
| 30D | -18.7% | -2.9% | -15.8% | -19.0% |
| 3M | -72.0% | -12.4% | -59.6% | -71.6% |
| 6M | -86.4% | +28.6% | -114.9% | -86.2% |
| YTD | -94.2% | +48.2% | -142.4% | -94.5% |
| 1Y | -98.4% | +50.9% | -149.4% | -98.5% |
| All | -99.8% | +136.6% | -236.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling