+191.1%
BNY vs SW
-1.7%
+192.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | +3.6% | -3.0% | +6.6% | +3.9% |
| 30D | +8.8% | +4.2% | +4.6% | +8.3% |
| 3M | -5.8% | -11.5% | +5.7% | -4.8% |
| 6M | +15.5% | +8.6% | +6.9% | +14.0% |
| YTD | +33.9% | +15.0% | +19.0% | +30.9% |
| 1Y | +38.0% | +25.7% | +12.4% | +33.5% |
| 3Y | +258.2% | +44.8% | +213.4% | +242.7% |
| 5Y | +191.1% | -1.7% | +192.8% | +167.1% |
| All | +191.1% | -1.7% | +192.8% | +167.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling