-98.7%
BIYA vs NWSA
+1.3%
-100.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | -1.3% | -4.8% | +3.4% | -1.4% |
| 30D | -15.9% | +3.0% | -18.9% | -15.8% |
| 3M | -81.2% | +9.3% | -90.5% | -80.9% |
| 6M | -88.2% | +23.2% | -111.4% | -87.0% |
| YTD | -94.1% | +13.3% | -107.5% | -94.0% |
| 1Y | -98.7% | +2.9% | -101.5% | -98.6% |
| All | -98.7% | +1.3% | -100.0% | -98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling