-99.8%
BIYA vs WTW
-4.4%
-95.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | +0.7% |
| 7D | +2.7% | -7.1% | +9.8% | +5.1% |
| 30D | -16.7% | -8.5% | -8.1% | -14.3% |
| 3M | -74.6% | +20.6% | -95.2% | -76.0% |
| 6M | -85.4% | +7.2% | -92.6% | -85.8% |
| YTD | -94.2% | -3.9% | -90.3% | -94.1% |
| 1Y | -98.6% | -3.6% | -95.0% | -98.5% |
| All | -99.8% | -4.4% | -95.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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