+454.3%
BNY vs SW
+722.5%
-268.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | +0.4% | +2.3% | -1.9% | +0.3% |
| 30D | +4.0% | +6.8% | -2.8% | +3.5% |
| 3M | -6.6% | -5.2% | -1.4% | -6.3% |
| 6M | +11.5% | +7.4% | +4.0% | +10.7% |
| YTD | +29.5% | +17.4% | +12.1% | +27.6% |
| 1Y | +38.7% | +27.1% | +11.6% | +35.9% |
| 3Y | +251.5% | +47.9% | +203.6% | +240.0% |
| 5Y | +187.5% | -2.6% | +190.0% | +180.0% |
| 10Y | +343.8% | +182.7% | +161.1% | +307.4% |
| All | +454.3% | +722.5% | -268.3% | +440.5% |
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