-20.4%
WY vs BIYA
-99.8%
+79.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.3% |
| 7D | -4.2% | -1.8% | -2.4% | -4.2% |
| 30D | -10.1% | -17.5% | +7.4% | -10.1% |
| 3M | -8.5% | -78.0% | +69.5% | -8.1% |
| 6M | -3.3% | -89.5% | +86.1% | -2.4% |
| YTD | -4.4% | -94.3% | +89.9% | -3.1% |
| 1Y | -11.5% | -98.6% | +87.1% | -9.0% |
| All | -20.4% | -99.8% | +79.4% | -18.0% |
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