+3.7%
WEC vs BIYA
-99.8%
+103.5%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.8% |
| 7D | -1.3% | -1.3% | 0.0% | -1.3% |
| 30D | -0.4% | -15.9% | +15.5% | -0.4% |
| 3M | -6.8% | -81.2% | +74.4% | -6.4% |
| 6M | -6.4% | -88.2% | +81.8% | -6.0% |
| YTD | +2.5% | -94.1% | +96.6% | +2.9% |
| 1Y | -0.4% | -98.7% | +98.3% | +0.2% |
| All | +3.7% | -99.8% | +103.5% | +3.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling