+2,828.3%
BNY vs WAB
+4,053.8%
-1,225.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | +1.4% | -5.9% | +7.3% | +3.7% |
| 3M | +16.8% | +9.4% | +7.4% | +12.3% |
| 6M | +42.0% | +13.8% | +28.2% | +33.9% |
| YTD | +41.9% | +31.8% | +10.2% | +26.2% |
| 1Y | +59.2% | +48.5% | +10.7% | +34.9% |
| 3Y | +290.9% | +167.0% | +124.0% | +160.9% |
| 5Y | +259.0% | +222.3% | +36.7% | +122.3% |
| 10Y | +413.0% | +289.6% | +123.4% | +177.4% |
| All | +2,828.3% | +4,053.8% | -1,225.5% | +702.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling