+328.9%
BNY vs SW
+183.3%
+145.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.4% |
| 7D | +2.3% | +1.8% | +0.5% | +2.1% |
| 30D | +6.4% | +7.0% | -0.6% | +5.6% |
| 3M | -3.6% | -7.6% | +4.0% | -3.0% |
| 6M | +16.9% | +8.5% | +8.3% | +15.3% |
| YTD | +32.6% | +17.7% | +14.9% | +29.1% |
| 1Y | +40.4% | +27.1% | +13.3% | +35.5% |
| 3Y | +259.4% | +48.2% | +211.2% | +239.0% |
| 5Y | +195.5% | -2.3% | +197.9% | +182.3% |
| 10Y | +328.9% | +183.3% | +145.6% | +258.4% |
| All | +328.9% | +183.3% | +145.6% | +258.4% |
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