+8,031.7%
BNY vs WM
+26,336.4%
-18,304.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +3.8% | -2.4% | +6.2% | +4.4% |
| 3M | +14.9% | +0.4% | +14.5% | +14.5% |
| 6M | +40.3% | -9.5% | +49.8% | +43.3% |
| YTD | +43.9% | +0.5% | +43.4% | +42.9% |
| 1Y | +59.0% | -1.1% | +60.1% | +58.3% |
| 3Y | +290.7% | +46.0% | +244.7% | +250.6% |
| 5Y | +250.4% | +51.8% | +198.6% | +210.2% |
| 10Y | +411.2% | +307.5% | +103.6% | +260.7% |
| All | +8,031.7% | +26,336.4% | -18,304.7% | +4,071.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded WM 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling