+30.1%
WAT vs BIYA
-99.9%
+130.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.3% |
| 7D | +3.4% | -4.1% | +7.5% | +3.4% |
| 30D | +9.6% | -35.5% | +45.1% | +9.8% |
| 3M | +15.5% | -56.3% | +71.8% | +15.8% |
| 6M | +33.9% | -88.7% | +122.6% | +33.9% |
| YTD | +25.2% | -97.0% | +122.1% | +25.4% |
| 1Y | +26.3% | -98.7% | +125.0% | +27.5% |
| All | +30.1% | -99.9% | +130.0% | +34.6% |
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 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