+651.2%
BNY vs NWSA
+121.1%
+530.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.3% | -2.8% | +1.5% | -0.1% |
| 30D | -0.2% | +3.0% | -3.2% | -1.5% |
| 3M | +14.9% | +12.3% | +2.6% | +8.7% |
| 6M | +40.0% | +21.9% | +18.1% | +27.5% |
| YTD | +42.0% | +13.6% | +28.4% | +32.8% |
| 1Y | +56.9% | +0.5% | +56.4% | +54.3% |
| 3Y | +289.9% | +43.8% | +246.1% | +224.0% |
| 5Y | +259.2% | +41.2% | +218.0% | +193.3% |
| 10Y | +413.3% | +148.6% | +264.7% | +202.9% |
| All | +651.2% | +121.1% | +530.1% | +356.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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