+7,933.5%
BNY vs WST
+12,249.0%
-4,315.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | +1.5% | -0.3% | +1.7% | +1.5% |
| 30D | +3.3% | -4.6% | +7.9% | +4.8% |
| 3M | +15.3% | +5.7% | +9.6% | +12.9% |
| 6M | +42.5% | +37.6% | +4.9% | +27.4% |
| YTD | +42.1% | +23.0% | +19.1% | +31.4% |
| 1Y | +59.4% | +33.8% | +25.6% | +42.2% |
| 3Y | +291.5% | -13.4% | +304.9% | +266.8% |
| 5Y | +252.3% | -27.0% | +279.3% | +237.4% |
| 10Y | +407.5% | +324.5% | +83.0% | +119.4% |
| All | +7,933.5% | +12,249.0% | -4,315.4% | +997.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2026-09-08: compounded portfolio wealth divided by compounded WST 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 2026-09-08 analysis · Full analysis span regression · 6 months rolling