+2,650.4%
BNY vs WAT
+10,694.9%
-8,044.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +0.3% | -1.8% | +2.1% | +0.8% |
| 30D | +1.9% | -1.7% | +3.6% | +2.3% |
| 3M | +13.9% | +9.1% | +4.8% | +10.9% |
| 6M | +42.3% | +32.4% | +9.9% | +30.2% |
| YTD | +41.8% | +6.6% | +35.3% | +37.1% |
| 1Y | +57.9% | +34.7% | +23.2% | +42.3% |
| 3Y | +290.7% | +53.6% | +237.1% | +227.4% |
| 5Y | +252.3% | -4.1% | +256.4% | +233.1% |
| 10Y | +412.8% | +167.9% | +244.9% | +254.6% |
| All | +2,650.4% | +10,694.9% | -8,044.5% | +933.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling