+322.0%
BNY vs SW
+182.3%
+139.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.1% |
| 7D | 0.0% | -2.6% | +2.5% | +0.3% |
| 30D | +7.4% | +7.2% | +0.1% | +6.5% |
| 3M | -4.3% | -10.5% | +6.1% | -3.4% |
| 6M | +16.2% | +9.9% | +6.3% | +14.5% |
| YTD | +33.9% | +17.2% | +16.6% | +30.4% |
| 1Y | +39.7% | +26.5% | +13.2% | +34.9% |
| 3Y | +258.0% | +47.7% | +210.3% | +237.7% |
| 5Y | +191.4% | +0.2% | +191.2% | +177.6% |
| 10Y | +322.0% | +182.3% | +139.7% | +251.1% |
| All | +322.0% | +182.3% | +139.7% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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