+92.8%
BNY vs WETO
-99.4%
+192.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.5% | +0.1% |
| 7D | -1.3% | -4.3% | +3.0% | -1.3% |
| 30D | -0.2% | -39.9% | +39.7% | -0.4% |
| 3M | +14.9% | -97.9% | +112.8% | +15.5% |
| 6M | +40.0% | -95.0% | +135.0% | +38.9% |
| YTD | +42.0% | -97.2% | +139.1% | +41.3% |
| 1Y | +56.9% | -98.9% | +155.8% | +57.1% |
| All | +92.8% | -99.4% | +192.2% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 5y: compounded portfolio wealth divided by compounded WETO 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…
5y analysis · Full analysis span regression · 6 months rolling