+63.8%
WAB vs BIYA
-99.9%
+163.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +7.9% | +10.0% | -2.1% | +7.9% |
| 30D | +4.9% | -17.7% | +22.6% | +4.8% |
| 3M | +1.8% | -55.0% | +56.8% | +1.8% |
| 6M | +12.0% | -85.1% | +97.1% | +12.0% |
| YTD | +41.3% | -96.9% | +138.1% | +42.9% |
| 1Y | +43.8% | -98.5% | +142.3% | +46.8% |
| All | +63.8% | -99.9% | +163.7% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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