-85.1%
BIYA vs WSM
+44.5%
-129.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.6% | -4.5% |
| 7D | +10.0% | -3.2% | +13.2% | +7.1% |
| 30D | -17.7% | +4.6% | -22.3% | -12.1% |
| 3M | -55.0% | +2.4% | -57.5% | -53.5% |
| 6M | -85.1% | +43.7% | -128.8% | -64.3% |
| All | -85.1% | +44.5% | -129.6% | -64.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling