-99.8%
BIYA vs WETO
-99.4%
-0.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | +1.1% |
| 7D | -1.3% | -19.9% | +18.6% | -1.8% |
| 30D | -15.9% | -42.7% | +26.7% | -11.2% |
| 3M | -81.2% | -97.7% | +16.5% | -77.9% |
| 6M | -88.2% | -94.4% | +6.2% | -87.0% |
| YTD | -94.1% | -97.0% | +2.9% | -93.3% |
| 1Y | -98.7% | -98.9% | +0.2% | -98.4% |
| All | -99.8% | -99.4% | -0.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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