-20.6%
WY vs BIYA
-99.8%
+79.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -2.7% |
| 7D | -3.7% | -1.3% | -2.4% | -3.7% |
| 30D | -11.3% | -15.9% | +4.6% | -11.3% |
| 3M | -8.1% | -81.2% | +73.1% | -7.8% |
| 6M | -7.4% | -88.2% | +80.8% | -6.6% |
| YTD | -4.7% | -94.1% | +89.4% | -3.5% |
| 1Y | -9.2% | -98.7% | +89.5% | -6.6% |
| All | -20.6% | -99.8% | +79.1% | -18.2% |
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 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