+7,924.2%
BNY vs WSM
+34,573.3%
-26,649.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | -0.2% | -7.7% | +7.6% | +1.6% |
| 3M | +14.9% | +3.8% | +11.2% | +13.6% |
| 6M | +40.0% | +22.7% | +17.3% | +33.0% |
| YTD | +42.0% | +28.0% | +14.0% | +33.4% |
| 1Y | +56.9% | +12.7% | +44.1% | +51.2% |
| 3Y | +289.9% | +231.3% | +58.6% | +181.7% |
| 5Y | +259.2% | +177.2% | +82.0% | +161.4% |
| 10Y | +413.3% | +1,065.8% | -652.5% | +147.2% |
| All | +7,924.2% | +34,573.3% | -26,649.2% | +1,622.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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