+645.1%
BNY vs WCC
+1,734.6%
-1,089.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | +0.3% | +6.8% | -6.5% | -1.7% |
| 30D | +1.9% | -3.0% | +4.9% | +2.6% |
| 3M | +13.9% | +0.2% | +13.7% | +12.7% |
| 6M | +42.3% | +33.2% | +9.2% | +28.0% |
| YTD | +41.8% | +45.8% | -4.0% | +23.6% |
| 1Y | +57.9% | +68.4% | -10.4% | +30.8% |
| 3Y | +290.7% | +131.1% | +159.6% | +177.1% |
| 5Y | +252.3% | +225.6% | +26.7% | +115.1% |
| 10Y | +412.8% | +534.2% | -121.4% | +127.8% |
| All | +645.1% | +1,734.6% | -1,089.6% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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