+289.9%
BNY vs WAT
+54.7%
+235.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.2% |
| 7D | -1.3% | -0.3% | -1.1% | -1.3% |
| 30D | -0.2% | -1.9% | +1.7% | +0.1% |
| 3M | +14.9% | +13.5% | +1.4% | +12.9% |
| 6M | +40.0% | +37.2% | +2.8% | +33.4% |
| YTD | +42.0% | +7.5% | +34.5% | +39.7% |
| 1Y | +56.9% | +35.0% | +21.8% | +48.6% |
| 3Y | +289.9% | +55.1% | +234.8% | +254.6% |
| All | +289.9% | +54.7% | +235.2% | +254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 3y: compounded portfolio wealth divided by compounded WAT 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…
3y analysis · Full analysis span regression · 6 months rolling