+7.7%
WM vs BIYA
-99.9%
+107.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.1% |
| 7D | -0.5% | -7.8% | +7.3% | -0.5% |
| 30D | +13.3% | -38.5% | +51.8% | +13.3% |
| 3M | +4.4% | -59.5% | +63.9% | +4.3% |
| 6M | +10.8% | -89.2% | +100.0% | +11.1% |
| YTD | +9.1% | -97.1% | +106.2% | +9.0% |
| 1Y | +19.1% | -99.0% | +118.1% | +18.2% |
| All | +7.7% | -99.9% | +107.6% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling