+32.4%
WMB vs BIYA
-99.8%
+132.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.8% | +2.7% | -1.9% | +0.8% |
| 30D | +7.7% | -18.7% | +26.4% | +7.8% |
| 3M | +6.7% | -72.0% | +78.7% | +7.3% |
| 6M | +3.6% | -86.4% | +90.0% | +3.7% |
| YTD | +28.0% | -94.2% | +122.2% | +29.3% |
| 1Y | +37.6% | -98.4% | +136.0% | +41.9% |
| All | +32.4% | -99.8% | +132.1% | +38.2% |
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