+65.4%
WAB vs BIYA
-99.9%
+165.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.8% |
| 7D | +4.0% | -4.1% | +8.1% | +4.0% |
| 30D | +6.3% | -35.5% | +41.8% | +6.2% |
| 3M | +3.3% | -56.3% | +59.6% | +3.3% |
| 6M | +14.5% | -88.7% | +103.1% | +14.5% |
| YTD | +42.7% | -97.0% | +139.6% | +44.3% |
| 1Y | +45.2% | -98.7% | +143.9% | +48.4% |
| All | +65.4% | -99.9% | +165.3% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling