+52.8%
WAB vs BIYA
-99.8%
+152.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | -0.2% | -1.3% | +1.1% | -0.2% |
| 30D | -5.9% | -15.9% | +10.1% | -5.9% |
| 3M | +9.4% | -81.2% | +90.6% | +9.5% |
| 6M | +13.8% | -88.2% | +102.1% | +14.7% |
| YTD | +31.8% | -94.1% | +125.9% | +33.3% |
| 1Y | +48.5% | -98.7% | +147.2% | +53.9% |
| All | +52.8% | -99.8% | +152.5% | +60.9% |
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