-99.8%
BIYA vs WSM
+44.4%
-144.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.9% |
| 7D | +1.3% | -3.3% | +4.6% | +1.6% |
| 30D | -21.0% | -8.4% | -12.6% | -20.4% |
| 3M | -74.3% | +9.7% | -84.0% | -74.8% |
| 6M | -84.6% | +16.7% | -101.3% | -85.1% |
| YTD | -94.2% | +28.7% | -122.8% | -94.4% |
| 1Y | -98.2% | +13.7% | -111.9% | -98.3% |
| All | -99.8% | +44.4% | -144.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling