+40.0%
BNY vs WAB
+15.7%
+24.2%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -0.2% | -4.1% | +3.9% | +0.6% |
| 3M | +14.9% | +8.2% | +6.8% | +13.2% |
| 6M | +40.0% | +15.4% | +24.6% | +33.6% |
| All | +40.0% | +15.7% | +24.2% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 6mo: compounded portfolio wealth divided by compounded WAB 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…
6mo analysis · Full analysis span regression · 6 months rolling