-99.9%
BIYA vs NWSA
+1.0%
-100.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.4% |
| 7D | +9.0% | +2.2% | +6.8% | +8.7% |
| 30D | -12.9% | -8.8% | -4.2% | -11.7% |
| 3M | -54.7% | -6.5% | -48.2% | -54.2% |
| 6M | -85.1% | +1.5% | -86.6% | -84.6% |
| YTD | -96.9% | +4.0% | -100.9% | -96.8% |
| 1Y | -98.5% | +3.4% | -102.0% | -98.5% |
| All | -99.9% | +1.0% | -100.9% | -99.9% |
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