+54.2%
WAB vs BIYA
-99.8%
+153.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +0.7% |
| 7D | -3.2% | +1.3% | -4.6% | -3.2% |
| 30D | -4.4% | -21.0% | +16.5% | -4.4% |
| 3M | +7.9% | -74.3% | +82.2% | +7.9% |
| 6M | +8.7% | -84.6% | +93.3% | +9.2% |
| YTD | +33.0% | -94.2% | +127.1% | +34.5% |
| 1Y | +46.7% | -98.2% | +144.9% | +50.8% |
| All | +54.2% | -99.8% | +153.9% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling