+25.9%
WAT vs BIYA
-99.9%
+125.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.6% | +9.0% | -8.4% | +0.5% |
| 30D | +5.4% | -12.9% | +18.4% | +5.5% |
| 3M | +11.3% | -54.7% | +66.0% | +11.6% |
| 6M | +37.4% | -85.1% | +122.5% | +37.1% |
| YTD | +21.2% | -96.9% | +118.0% | +21.4% |
| 1Y | +21.3% | -98.5% | +119.9% | +22.4% |
| All | +25.9% | -99.9% | +125.8% | +30.3% |
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 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