-99.8%
BIYA vs NWSA
+10.0%
-109.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -1.3% | -4.8% | +3.4% | -0.6% |
| 30D | -15.9% | +3.0% | -18.9% | -16.2% |
| 3M | -81.2% | +9.3% | -90.5% | -81.1% |
| 6M | -88.2% | +23.2% | -111.4% | -87.9% |
| YTD | -94.1% | +13.3% | -107.5% | -94.0% |
| 1Y | -98.7% | +2.9% | -101.5% | -98.6% |
| All | -99.8% | +10.0% | -109.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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