-99.8%
BIYA vs WST
+48.9%
-148.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.4% |
| 7D | +2.7% | -0.3% | +3.0% | +2.6% |
| 30D | -18.7% | -4.6% | -14.1% | -21.0% |
| 3M | -72.0% | +5.7% | -77.7% | -71.3% |
| 6M | -86.4% | +37.6% | -124.0% | -82.3% |
| YTD | -94.2% | +23.0% | -117.2% | -92.8% |
| 1Y | -98.4% | +33.8% | -132.3% | -98.0% |
| All | -99.8% | +48.9% | -148.7% | -99.7% |
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