+453.4%
BNY vs SW
+730.4%
-277.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.3% |
| 7D | -1.3% | +4.7% | -5.9% | -1.5% |
| 30D | +3.1% | +5.0% | -1.9% | +2.7% |
| 3M | -6.7% | -7.3% | +0.7% | -6.3% |
| 6M | +12.4% | +15.0% | -2.6% | +11.1% |
| YTD | +29.3% | +18.5% | +10.8% | +27.3% |
| 1Y | +38.1% | +27.1% | +11.0% | +35.3% |
| 3Y | +248.9% | +49.3% | +199.6% | +237.3% |
| 5Y | +187.0% | -1.6% | +188.7% | +179.4% |
| 10Y | +343.1% | +185.4% | +157.7% | +306.5% |
| All | +453.4% | +730.4% | -277.0% | +439.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling