-99.8%
BIYA vs NWSA
+13.4%
-113.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | +1.3% | -1.9% | +3.2% | +1.6% |
| 30D | -21.0% | +4.6% | -25.6% | -21.4% |
| 3M | -74.3% | +13.2% | -87.5% | -74.2% |
| 6M | -84.6% | +27.0% | -111.6% | -84.3% |
| YTD | -94.2% | +16.8% | -111.0% | -94.1% |
| 1Y | -98.2% | +4.5% | -102.7% | -98.1% |
| All | -99.8% | +13.4% | -113.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling