+4,844.9%
BNY vs BWA
+3,445.0%
+1,399.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.6% |
| 7D | -1.3% | -1.3% | 0.0% | -0.8% |
| 30D | -0.2% | -2.9% | +2.8% | +0.9% |
| 3M | +14.9% | -10.7% | +25.7% | +19.8% |
| 6M | +40.0% | +26.5% | +13.5% | +24.3% |
| YTD | +42.0% | +49.1% | -7.1% | +14.6% |
| 1Y | +56.9% | +52.1% | +4.8% | +24.9% |
| 3Y | +289.9% | +72.6% | +217.3% | +182.4% |
| 5Y | +259.2% | +89.4% | +169.8% | +144.0% |
| 10Y | +413.3% | +157.7% | +255.6% | +179.0% |
| All | +4,844.9% | +3,445.0% | +1,399.9% | +893.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling