+960.9%
WDC vs BIYA
-99.8%
+1,060.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.4% |
| 7D | +4.4% | -1.3% | +5.7% | +4.4% |
| 30D | +5.3% | -15.9% | +21.2% | +5.1% |
| 3M | -5.9% | -81.2% | +75.3% | -5.3% |
| 6M | +73.2% | -88.2% | +161.5% | +75.1% |
| YTD | +167.8% | -94.1% | +262.0% | +173.5% |
| 1Y | +386.0% | -98.7% | +484.6% | +423.8% |
| All | +960.9% | -99.8% | +1,060.7% | +1,080.3% |
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