+256.9%
BNY vs BWA
+87.2%
+169.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.4% |
| 7D | -1.3% | -1.3% | 0.0% | -0.9% |
| 30D | -0.2% | -2.9% | +2.8% | +0.6% |
| 3M | +14.9% | -10.7% | +25.7% | +18.5% |
| 6M | +40.0% | +26.5% | +13.5% | +28.2% |
| YTD | +42.0% | +49.1% | -7.1% | +19.7% |
| 1Y | +56.9% | +52.1% | +4.8% | +30.7% |
| 3Y | +289.9% | +72.6% | +217.3% | +199.4% |
| All | +256.9% | +87.2% | +169.7% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling