-99.9%
BIYA vs WSM
+66.9%
-166.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +2.5% | -3.0% | +5.5% | +2.7% |
| 30D | -22.3% | +10.1% | -32.4% | -22.6% |
| 3M | -54.8% | +4.9% | -59.7% | -54.8% |
| 6M | -86.5% | +49.8% | -136.2% | -87.3% |
| YTD | -96.8% | +48.7% | -145.6% | -97.0% |
| 1Y | -98.6% | +38.7% | -137.4% | -98.7% |
| All | -99.9% | +66.9% | -166.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling