+415.2%
BNY vs SW
+147.8%
+267.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.2% |
| 7D | +1.4% | -5.1% | +6.5% | +2.0% |
| 30D | +3.8% | -4.6% | +8.4% | +4.3% |
| 3M | +14.9% | +9.4% | +5.5% | +13.5% |
| 6M | +40.3% | +3.5% | +36.8% | +39.1% |
| YTD | +43.8% | +22.0% | +21.7% | +39.7% |
| 1Y | +58.9% | +2.2% | +56.7% | +57.0% |
| 3Y | +290.4% | +19.6% | +270.8% | +275.6% |
| 5Y | +250.1% | -2.3% | +252.4% | +234.6% |
| All | +415.2% | +147.8% | +267.4% | +340.1% |
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