+163.0%
WBD vs BIYA
-99.8%
+262.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | -1.8% | +1.3% | -3.2% | -1.8% |
| 30D | +8.8% | -21.0% | +29.8% | +8.9% |
| 3M | +4.6% | -74.3% | +78.9% | +5.3% |
| 6M | +1.1% | -84.6% | +85.7% | +1.2% |
| YTD | -2.0% | -94.2% | +92.2% | -0.4% |
| 1Y | +140.0% | -98.2% | +238.2% | +152.0% |
| All | +163.0% | -99.8% | +262.8% | +184.7% |
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