-99.9%
BIYA vs WST
+81.4%
-181.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -1.0% |
| 7D | +10.0% | +4.9% | +5.1% | +13.1% |
| 30D | -17.7% | +10.7% | -28.4% | -12.4% |
| 3M | -55.0% | +16.8% | -71.8% | -50.4% |
| 6M | -85.1% | +32.0% | -117.1% | -82.3% |
| YTD | -96.9% | +49.9% | -146.8% | -95.7% |
| 1Y | -98.5% | +50.6% | -149.1% | -97.9% |
| All | -99.9% | +81.4% | -181.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling